Bird in the pecking order the last, last of all (5)
I believe the answer is:
egret
'bird' is the definition.
(egret is a kind of bird)
'the pecking order the last last of all' is the wordplay.
'last of all' indicates one should take the final letters.
The last letters of 'the pecking order the last' are 'EGRET'.
'in' acts as a link.
(Other definitions for egret that I've seen before include "Bird eating fish" , "White-plumed wader" , "Mainly white heron" , "Stork-like bird" , "flier" .)