This is a charade - a technique where multiple word parts are joined together in sequence to form the answer.
Break this into parts: 'left' gives you a short word meaning departed, and 'dons suffering agonies' means to put on or wear some letters that represent pain or torment.
Answer: GASOLINE | 'left' = GONE, 'dons' means wears/puts on, 'agonies' = AILS. So GO + dons + AILS = GO(AILS) = GASOLINE