Finally weeping, overwhelmed by dreadful air at funeral (5)
I believe the answer is:
dirge
'air at funeral' is the definition.
'dirge' can be an answer for 'funeral' (thesaurus). I'm not sure about the 'air at' bit.
'finally weeping overwhelmed by dreadful' is the wordplay.
'finally' suggests the final letters.
'overwhelmed by' means one lot of letters goes inside another (inserted letters get absorbed or overwhelmed).
'dreadful' becomes 'dire' (synonyms).
The last letter of 'weeping' is 'g'.
'g' placed within 'dire' is 'DIRGE'.
Can you help me to learn more?
(Other definitions for dirge that I've seen before include "Mournful chant" , "Funeral song" , "No joy in this music" , "air?" , "Requiem" .)