Afraid, Lydia hides in vain (4)
I believe the answer is:
idly
'in vain' is the definition.
(I've seen this in another clue)
'afraid lydia hides' is the wordplay.
'hides' indicates the answer is hidden within the clue.
'IDLY' can be found hidden inside 'afraid lydia'.
(Other definitions for idly that I've seen before include "In a lazy way" , "in a careless manner" , "without thinking" , "How one stands by?" , "without good reason" .)