The most common and most likely answer to this crossword clue is the 4 plus 5 letter word KEEP FAITH
I've seen this crossword clue in Financial Times
K
E
E
P
F
A
I
T
H
More clues leading to the result KEEP FAITH
Buddy explains!

The straight part
We know that "to stay loyal" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case to stay loyal = keep faith.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.