The most common and most likely answer to this crossword clue is the 5 plus 4 plus 2 letter word WORDS FAIL ME
I've seen this crossword clue in The Daily Telegraph
W
O
R
D
S
F
A
I
L
M
E
More clues leading to the result WORDS FAIL ME
Buddy explains!
The straight part
We know that "I don’t know what to say" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case i don’t know what to say = words fail me.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.