Feeling poorly, having finished the last anagram? (3,2,5)
I believe the answer is:
out of sorts
'feeling poorly' is the definition.
(out of sorts can mean unwell)
'finished the last anagram?' is the wordplay.
'finished' becomes 'out' ('I'm out' means 'I'm finished').
'the last anagram?' becomes 'ofsorts' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'out'+'ofsorts'='OUT OF SORTS'
'having' is the link.
(Other definitions for out of sorts that I've seen before include "Not well" , "Not feeling good" , "Not feeling quite right" , "Lacking variety" , "Slightly unwell" .)