Endure explosion — not the first in blitz (4)
I believe the answer is:
last
'endure' is the definition.
(I know that endure is a kind of endure)
'explosion not the first in blitz' is the wordplay.
'explosion' becomes 'blast' (blast is a kind of explosion).
'not' is a deletion indicator.
'the first in blitz' becomes 'b' (1st letter of 'blitz').
'blast' with 'b' taken away is 'LAST'.
(Other definitions for last that I've seen before include "Survive; after all others" , "End" , "The cobbler's equipment will endure" , "stay at the back" , "Continue" .)