Cryptic crossword clue
Proceed immediately enveloped in loose guernsey

The most common and most likely answer to this crossword clue is the 5 letter word SEGUE

I've seen this crossword clue in Independent
S
E
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Buddy explains!

The straight part
We know that "Proceed immediately" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case proceed immediately = segue.
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 SEGUE mean?

SEGUE noun
  1. An instance of segueing, a transition.
SEGUE verb
  1. To move smoothly from one state or subject to another.
  2. To make a smooth transition from one theme to another.
  3. (of a disk jockey) To play a sequence of records with no talk between them.

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