Artist, Hockney, ultimately shown in Indian state (4)
I believe the answer is:
goya
'artist' is the definition.
(Francisco Goya)
'hockney ultimately shown in indian state' is the wordplay.
'ultimately' says to take the final letters.
'shown in' is an insertion indicator.
'indian state' becomes 'goa' (Goa is a state of India).
The last letter of 'hockney' is 'y'.
'y' put within 'goa' is 'GOYA'.
(Other definitions for goya that I've seen before include "Eighteenth and nineteenth century Spanish painter" , "his etchings?" , "Francisco de ---- (1746-1828), Spanish painter of portraits" , "Portrait painter" , "Span. C18 court painter" .)