Famous actor is gutted after stage finale, yes (9)
I believe the answer is:
legendary
'famous' is the definition.
(I've seen this before)
'after stage finale yes' is the wordplay.
'after' is a charade indicator (letters next to each other).
'stage' becomes 'leg' (a leg is a stage of a competition).
'finale' becomes 'end' (the end of a story or show).
'yes' becomes 'ary' (I can't justify this - if you can you should give a lot more credence to this answer).
'leg' next to 'end' is 'legend'.
'legend'+'ary'='LEGENDARY'
'actor is gutted' acts as a link.
I am not very happy about this link. Some or all of it may be part of another bit of the clue.
Can you help me to learn more?
(Other definitions for legendary that I've seen before include "Celebrated in fable" , "Well-known" , "From a fabulous traditional story" , "notorious" , "Fabled - green lady (anag)" .)