Unaccompanied back in Rio — lost (4)
I believe the answer is:
solo
'unaccompanied' is the definition.
(I know that unaccompanied can be written as solo)
'back in rio lost' is the wordplay.
'back' says the letters should be written backwards.
'in' indicates the answer is hidden within the clue.
'olos' is hidden in the letters of 'rio lost'.
'olos' backwards is 'SOLO'.
(Other definitions for solo that I've seen before include "Piece for one performer" , "Unaccompanied flight" , "Alone, unaccompanied" , "Card game; for one" , "Performed by a single voice or instrument" .)