Mooncow, Re 27a, I think the ? means that it is an &Lit clue, so the def. is the whole clue. You probably have the answer as (3-3)
3d. is ON + the Shetland instrument (2), all in 'the box' (4) + last letter of 'exit'
35d wordplay is 'retiring' (6) minus the first letter (Duke's exit)