Blue feathers (4)

I believe the answer is:

down

I believe this clue is a double definition.

'blue' is the first definition.
(both can mean sad)

'feathers' is the second definition.
(down can mean bird feathers)

(Other definitions for down that I've seen before include "drink at speed" , "Fluff - sorrowful" , "Not working (computer)" , "Consume (drink), sad" , "Pillow filler - dejected" .)

I've seen this clue in The Sunday Times, The Daily Express, The Mirror, The Times, The Telegraph and The Guardian.

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