Look for a key, say (3)
I believe the answer is:
'look' is the definition.
(I know that look can be written as see)
'a key say' is the wordplay.
'a key' becomes 'c' (musical key).
'say' indicates a 'sounds like' (homophone) clue.
'c' is a homophone of 'SEE'.
'for' is the link.
(Other definitions for see that I've seen before include "Meet (someone) socially" , "Envisage; ensure" , "Observe the bishop's domain" , "Bishop's area of control" , "Observe the bishop's jurisdiction" .)