The most common and most likely answer to this crossword clue is the 1 plus 3 plus 3 letter word A FAR CRY
I've seen this crossword clue in The Times
A
F
A
R
C
R
Y
Buddy explains!
The straight part
We know that "Another thing entirely" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case another thing entirely = a far cry.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.