Deity left after sheepish cry (4)
I believe the answer is:
baal
'deity' is the definition.
(I know that Baal is a deity)
'left after sheepish cry' is the wordplay.
'left' becomes 'l' (common abbreviation).
'after' is a charade indicator (letters next to each other).
'sheepish cry' becomes 'baa' (I've seen this in another clue).
'l' put after 'baa' is 'BAAL'.
(Other definitions for baal that I've seen before include "God of the Canaanites" , "God of the Phoenicians" , "Fertility god (false to some)" , "Canaanite fertility god" , "God Elijah defeated" .)