Attend new Hamlet, say, hosted by another mad royal (4,2,3)
I believe the answer is:
lend an ear
'attend' is the definition.
(thesaurus)
'new hamlet say hosted by another mad royal' is the wordplay.
'new' becomes 'n' (common abbreviation eg NT for New Testament).
'hamlet say' becomes 'dane' (Hamlet is Prince of Denmark).
'hosted by' indicates putting letters inside.
'another mad royal' becomes 'lear' (I can't explain this - if you can you should give a lot more credence to this answer).
'n'+'dane'='ndane'
'ndane' put within 'lear' is 'LEND AN EAR'.
(Other definitions for lend an ear that I've seen before include "Pay attention" , "Follow Mark Antony" , "Hark" , "Listen - to borrower" , "Listen attentively (to)" .)