The most common and most likely answer to this crossword clue is the 7 plus 3 letter word CHEESED OFF
I've seen this crossword clue in Financial Times
C
H
E
E
S
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D
O
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F
More clues leading to the result CHEESED OFF
- Disgruntled Labour scoffed about Ambassador East
- Disappointed only wine available at party then? Daughter going in!
- Shed near Derby, for example, makes you depressed
- Perhaps a little blue shed makes you disgruntled
- Cook holding Defoe’s novel is annoyed and disappointed
- Not at all happy with, say, Lancashire shed
- Cross Cheshire, say, with lift
- Party very loud after food, making one fed up
- Cook taking in letter with poem about a female becomes annoyed
- Au gratin bad? Makes one fed up
Buddy explains!

The straight part
We know that "Not at all happy with" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case not at all happy with = cheesed off.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.