The most common and most likely answer to this crossword clue is the 4 letter word WYND
W
Y
N
D
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.
Crossword Answer definitions
WYND noun- A narrow lane, alley or path, especially one between houses.
- A stack of hay.