Despatch by returning setter, say, is a stroke of good fortune (7)
I believe the answer is:
'a stroke of good fortune' is the definition.
(I've seen this before)
'despatch by returning setter say' is the wordplay.
'despatch' becomes 'send' (I've seen this before).
'by' means one lot of letters go next to another.
'returning' says the letters should be written in reverse.
'setter say' becomes 'dog' (setter is a kind of dog).
'dog' backwards is 'god'.
'send' put after 'god' is 'GODSEND'.
'is' is the link.
(Other definitions for godsend that I've seen before include "Something unexpected but welcome" , "Something very opportune" , "Boon - blessing" , "The relief" , "Welcome good fortune" .)