Close friend in Grenadier Guards (6)
I believe the answer is:
ending
'close' is the definition.
(I know that close can be written as ending)
'friend in grenadier guards' is the wordplay.
'guards' says the answer is hidden in the clue.
'ENDING' is hidden in the letters of 'friend in grenadier'.
(Other definitions for ending that I've seen before include "Last part" , "Armageddon?" , "Termination, conclusion" , "Concluding" , "Coda" .)