Anachronistic name for city in last grid - an error! (10)
I believe the answer is:
stalingrad
'anachronistic name for city' is the definition.
I can't judge whether this definition defines the answer.
'last grid an error' is the wordplay.
'error' is an anagram indicator.
'last'+'grid'+'an'='lastgridan'
'lastgridan' with letters rearranged gives 'STALINGRAD'.
'in' is the link.
Can you help me to learn more?
(Other definitions for stalingrad that I've seen before include "where food was short during siege" , "Russian scene of major World War two battle" , "Former name of Volgograd" , "Old Russian city" .)