"The captain gave away his authority"
In this example would away be an adverb or an adjective?
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As Edwin Ashworth says, the tendency among current grammarians is to call away in this sort of context (give away, put away,send away) a 'particle'.
That strikes me as counsel of despair—it's merely replacing the traditional catchall trashcan term adverb with a new catchall trashcan term.
I suggest that these 'particles' are in fact intransitive prepositions—prepositions which stand alone, without obliques, and thus constitute in themselves preposition phrases.
Historically, in fact, away was a preposition phrase: as in similar words like aboard, adrift, aground, ahead, aloft, the a- is a worn-down form of an = ModE "on". Many modern intransitive prepositions have preserved their prepositions more discernibly (downhill, upstairs, overhead, underfoot), others have even collapsed their prepositions into their obliques (home, east).
This is I think clearly justifiable with verbs of motion and caused motion, where away plays the same syntactic role as ordinary preposition phrases (go to London/away, put it on the table/away). The occurrence with give is only a little more opaque; Goldberg, Constructions, 1995, notes the very close affinity between ditransitive constructions, which usually allow the Recipient to be realized as a PP rather than an IO ("dative alternation"), and caused-motion constructions. And quite a few intransitive prepositions besides to are commonly used with give: give back, give in, give on, give out, give over, give out, give up. Note that many of these prepositions also license transitive uses, and that many of these idioms are employed both with and without direct objects.
I suggest that this is a perfectly conventional use of an always-intransitive preposition as a locative complement of give designating the direction or (indeterminate) goal of the gift.