The most common and most likely answer to this crossword clue is the 3 letter word VIA
I've seen this crossword clue in The Times
V
I
A
Buddy explains!

The straight part
We know that "through" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case through = via.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 VIA mean?
VIA noun- A main road or highway, especially in ancient Rome. (Mainly used in set phrases, below.)
- A small hole in a printed circuit board filled with metal which connects two or more layers.
- By way of; passing through.
- By (means of); using.