Why spitting feathers (blue)? (4,2,3,5)
I believe the answer is:
down in the mouth
'blue?' is the definition.
(both can mean sad)
'why spitting feathers' is the wordplay.
I cannot quite see how this works, but
'feathers' could be 'down' (down is a kind of feathers) and 'down' is found in the answer.
This explanation may well be incorrect...
(Other definitions for down in the mouth that I've seen before include "Blue" , "then spitting feathers?" , "Miserable" , "Unhappy (colloq.)" , "Hangdog" .)