Weapon found in river — how unfortunate (4,2)
I believe the answer is:
dear me
'how unfortunate' is the definition.
(phrase used to express commiserations)
'weapon found in river' is the wordplay.
'weapon' becomes 'arm' (synonyms).
'found in' indicates putting letters inside.
'river' becomes 'dee' (River Dee).
'arm' inserted inside 'dee' is 'DEAR ME'.
(Other definitions for dear me that I've seen before include "how distressing!" , "Expression of mild regret from precious self" , "What a pity" , "how sad" , "Expression of dismay" .)