An...... is an indirect and usually unfavourable remark

The term that fits the definition provided is "innuendo." An innuendo is an indirect or subtle remark, typically with negative connotations. It is often used to insinuate or suggest something negative without explicitly stating it. For example, saying "I wonder how much that expensive car cost" to someone who has just bought a new car can be seen as an innuendo implying that the car was too expensive.