See about say, funeral song (5)
I believe the answer is:
elegy
'funeral song' is the definition.
(thesaurus)
'see about say' is the wordplay.
'see' becomes 'ely' (example where cathedral located in diocese).
'about' indicates putting letters inside.
'say' becomes 'eg'.
'ely' enclosing 'eg' is 'ELEGY'.
(Other definitions for elegy that I've seen before include "Sad work" , "Song of lamentation" , "Plaintive poem" , "Poem penned beside church" , "A sorrowful poem like Gray's" .)