Proposal Athens rejected in part, sad to say (4)
I believe the answer is:
alas
'sad to say' is the definition.
(I've seen this before)
'proposal athens rejected in part' is the wordplay.
'in part' says the answer is hidden in the clue.
'rejected' says the letters should be written in reverse.
'sala' is hidden within 'proposal athens'.
'sala' backwards is 'ALAS'.
(Other definitions for alas that I've seen before include "Expression of grief/pity" , "Sadly, unfortunately" , "Sad to say!" , "What a shame!" , "Expression of grief or misfortune" .)