Despite everything one finds legendary creature (4)
I believe the answer is:
yeti
'legendary creature' is the definition.
(yeti is a kind of legendary creature)
'despite everything one' is the wordplay.
'despite everything' becomes 'yet' ('yet' means 'in spite of everything' or 'still').
'one' becomes 'I' (Roman numeral).
'yet'+'i'='YETI'
'finds' acts as a link.
(Other definitions for yeti that I've seen before include "Creature of disputed existence" , "Anthropoid cryptid" , "Himalayan monster?" , "elusive character" , "The Abominable Snowman in Tibetan" .)