Supporting number Sue felt wrong for musical instrument (4-5)
I believe the answer is:
nose flute
'musical instrument' is the definition.
(nose flute is a kind of musical instrument)
'supporting number sue felt wrong' is the wordplay.
'supporting' means one lot of letters go next to another (in a down clue, some letters go under others).
'number' becomes 'no' (abbreviation).
'wrong' indicates an anagram.
'sue'+'felt'='suefelt'
'suefelt' with letters rearranged gives 'seflute'.
'no' next to 'seflute' is 'NOSE-FLUTE'.
'for' is the link.
(Other definitions for nose flute that I've seen before include "South Sea instrument - use Teflon (anag)" , "Asian wind instrument - use Teflon (anag)" , "South Sea Islands instrument" , "pipe" .)