Vanish, as will setter taking exercise? (2,7)
I believe the answer is:
go walkies
I believe this clue is a double definition.
'vanish' is the first definition.
(both can mean to go missing)
'as will setter taking exercise?' is the second definition.
(a setter is a type of dog which might 'go walkies')
(Other definitions for go walkies that I've seen before include "Become missing" , "Appear stolen or lost?" , "as may one man and his dog?" , "Be missing (or stolen)" , "Disappear" .)