Sadly included one pseudonym (5)
I believe the answer is:
alias
'pseudonym' is the definition.
(I've seen this in another clue)
'sadly included one' is the wordplay.
'sadly' becomes 'alas' ('alas' is used to express regret).
'included' is an insertion indicator.
'one' becomes 'i' (Roman numeral).
'alas' enclosing 'i' is 'ALIAS'.
(Other definitions for alias that I've seen before include "aka" , "Otherwise called" , "it may be assumed" , "stage name, perhaps" , "one's assumed" .)