Finally inspect rectum with alien's instruments (8)
I believe the answer is:
trumpets
'instruments' is the definition.
(trumpet is a kind of instrument)
'finally inspect rectum with alien's' is the wordplay.
'finally' says to take the final letters.
'rectum with' becomes 'rump' (I can't explain this - if you can you should give a lot more credence to this answer).
'alien's' becomes 'et's' (extra terrestrial).
The last letter of 'inspect' is 't'.
't'+'rump'+'ets'='TRUMPETS'
Can you help me to learn more?
(Other definitions for trumpets that I've seen before include "Proclaims loudly like elephant sounds" , "Brass musical instruments" , "Brass wind instruments" .)