Wretched record playing well into the night? (12)
I believe the answer is:
disconsolate
'wretched' is the definition.
(both can mean very unhappy)
'record playing well into the night?' is the wordplay.
'record' becomes 'disc' (eg a CD, compact disc).
'playing' becomes 'on' (on can mean playing or performing).
'well' becomes 'so' (both can mean extremely).
'into the night?' becomes 'late' (late at night).
'disc'+'on'+'so'+'late'='DISCONSOLATE'
(Other definitions for disconsolate that I've seen before include "Deeply sad" , "Low in spirits" , "Sad; beyond comfort" , "Stuck with the blues" , "Unhappy and unable to be comforted" .)