Legend of the Wholly Drinker

Lose the "W"
And one of the "L"s
For "Drinker" read "Fool"
And my fourth is in

Readers: Your fourth?

Blottista: I never really understood how this parlour game works, which is maybe the point of parlour games.

Readers: Simple! - and we don't mean you of course.
Try this one ---

My first is in Constantinople but not in Reykjavik;
My second is loading my pistol with ball;
My third is better theen but not third;
And my whole is a doughnut without a synthetic custard or jam filling.
What am I?

Mine Host: Is the jam filling synthetic too?

Readers: Tee hee hee. He can't even get the punctuation right.

Blister: Hokay, my turn...

My first is in feeble but not in demented,
My second's surrendered but hasn't relented,
My third is my hat but it's not in my hut
And my all would be all if it only were not.
What am I?