Breeding establishment set at last in south of France (4)
I believe the answer is:
stud
'breeding establishment' is the definition.
(I've seen this before)
'set at last in south of france' is the wordplay.
'at last' suggests the final letters.
'in' indicates putting letters inside.
'south of france' becomes 'sud' (French for south).
The last letter of 'set' is 't'.
't' going into 'sud' is 'STUD'.
(Other definitions for stud that I've seen before include "Press fastener" , "Large headed nail" , "Place of breeding" , "Gripper under a boot" , "Knob; fastener; boss" .)