Get lost, not entirely unscathed (4)
I believe the answer is:
scat
'get lost' is the definition.
(informal imperative meaning 'go away')
'not entirely unscathed' is the wordplay.
'not entirely' says the answer is hidden in the clue.
'SCAT' is hidden within 'unscathed'.
(Other definitions for scat that I've seen before include "leave quickly" , "Buzz off" , "Bolt" , "One way of singing" , "unwelcome person may hear this" .)