Catches vehicle finally, the last vehicle! (6)
I believe the answer is:
hearse
'last vehicle' is the definition.
'hearse' can be an answer for 'vehicle' (vehicle for a coffin). I also know that 'last' relates to this answer.
'catches vehicle finally' is the wordplay.
'catches' becomes 'hears' (catch can mean to hear or pick up).
'finally' indicates one should take the final letters.
The final letter of 'vehicle' is 'e'.
'hears'+'e'='HEARSE'
'the' is the link.
(Other definitions for hearse that I've seen before include "Vehicle for the last trip?" , "Carriage for a coffin" , "Funeral carriage" , "Carriage for a corpse" , "Vehicle for one's last journey" .)