Baffled and sadly unfocussed with no American (8)
I believe the answer is:
confused
'baffled' is the definition.
(I know that baffled can be written as confused)
'sadly unfocussed with no american' is the wordplay.
'sadly' indicates anagramming the letters.
'with no' suggests deleting specific letters.
'american' becomes 'us' (abbreviation for United States).
'unfocussed' with 'us' taken out is 'unfocsed'.
'unfocsed' anagrammed gives 'CONFUSED'.
'and' is the link.
(Other definitions for confused that I've seen before include "Bewildered, perplexed" , "Perplexed, befuddled" , "Muddled" , "Disorientated" , "at sea" .)