Whispered "Hey!” (4)
I believe the answer is:
psst
'whispered hey' is the definition.
(I've seen this in another clue)
This is the entire clue.
(Other definitions for psst that I've seen before include "Call to attract attention" , "(Whispered) may I have your attention?" , "Sibilant sound to attract attention furtively" , "Here's a secret" , "Surreptitious attention-seeker" .)