At last expectant ambassador gets thank you letter from Greece (5)
I believe the answer is:
theta
'letter from greece' is the definition.
(letter from the Greek alphabet)
'at last expectant ambassador gets thank you' is the wordplay.
'at last' indicates one should take the final letters.
'ambassador' becomes 'he' (His or Her Excellency).
'gets' says to put letters next to each other.
'thank you' becomes 'ta'.
The final letter of 'expectant' is 't'.
't'+'he'+'ta'='THETA'
(Other definitions for theta that I've seen before include "Homeric character" , "Letter before iota" , "Character from overseas" , "Foreign letter" , "Letter to the Corinthians" .)