Stone mason turns up checking the last word (4)
I believe the answer is:
amen
'last word' is the definition.
(last word in a prayer)
'stone mason turns up checking' is the wordplay.
'checking' indicates a hidden word (I've seen 'checks' mean this (check can mean to curb or restrain)).
'turns up' says the letters should be written in reverse.
'nema' is hidden in the letters of 'stone mason'.
'nema' backwards is 'AMEN'.
'the' is the link.
(Other definitions for amen that I've seen before include "Extremist" , "Word of agreement" , "I agree!" , "prayer's ending" , "Conclusion of prayer" .)