Certainly not going in the right direction, by the sound of it. (2,6)
I believe the answer is:
of course
'certainly' is the definition.
(both can be used to answer in the affirmative)
'not going in the right direction by the sound of it' is the wordplay.
I cannot quite understand how this works, but
'not' could be 'o' (I've seen this in other clues) and 'o' is located in the answer.
'right' could be 'r' (common abbreviation) and 'r' is located in the answer.
'direction' could be 'se' (SE is an example) and 'se' is located in the answer.
'of' could be 'o' and 'o' is found in the answer.
This explanation may well be incorrect...
Can you help me to learn more?
(Other definitions for of course that I've seen before include "Obviously!" , "Naturally, certainly" , "Definitely" , "Assuredly, without doubt" , "Without a doubt, as was to be expected" .)