The most common and most likely answer to this crossword clue is the 4 letter word AWAY
I've seen this crossword clue in The Daily Telegraph
A
W
A
Y
Buddy explains!

The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does AWAY mean?
AWAY verb- To depart; to go to another place.
- Not here, gone, absent, unavailable, traveling; on vacation.
- At a specified distance in space, time, or figuratively.
- Not on one's home territory.
- (following the noun modified) Out.
- From a place, hence.
- Aside; off; in another direction.
- Aside, so as to discard something.
- At a stated distance in time or space.
- In or to something's usual or proper storage place.
- In or to a secure or out-of-the-way place.
- From a state or condition of being; out of existence.
- So as to remove or use up something.
- (as imperative, by ellipsis) Come away; go away; take away.
- On; in continuance; without intermission or delay.
- Without restraint.
- Come on!; go on!