Scratching head, sad one has lost British allies - farewell (5)
I believe the answer is:
adieu
'farewell' is the definition.
(adieu is a kind of farewell)
'scratching head sad one has lost british allies' is the wordplay.
'scratching head' means to remove the first letter.
'one' becomes 'i' (Roman numeral).
'has' is a charade indicator (letters next to each other).
'lost british allies' becomes 'eu' (European Union).
'sad' with its first letter taken away is 'ad'.
'ad'+'i'+'eu'='ADIEU'
(Other definitions for adieu that I've seen before include "12 Down" , "Goodbye, monsieur" , "Farewell, adios" , "cheers" , "Gallic goodbye" .)