Conceited, one in delivery vehicle? (4)
I believe the answer is:
vain
'conceited' is the definition.
(synonyms)
'one in delivery vehicle?' is the wordplay.
'one' becomes 'I' (Roman numeral).
'in' is an insertion indicator.
'delivery vehicle?' becomes 'van' (I've seen this before).
'i' going inside 'van' is 'VAIN'.
(Other definitions for vain that I've seen before include "Conceited, proud of appearance" , "Useless; self-regarding" , "It's no good" , "Conceited or unavailing" , "Conceited or pointless" .)