Following belated comment, change key at last in instrument (8)

I believe the answer is:

psaltery

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'instrument' is the definition.
(type of musical instrument)

'following belated comment change key at last' is the wordplay.
'following' is a charade indicator (letters next to each other).
'belated comment' becomes 'ps' (PS is an example. I am not sure about the 'belated' bit.).
'change' becomes 'alter' (synonyms).
'at last' says to take the final letters.
The final letter of 'key' is 'y'.
'ps' next to 'alter' is 'psalter'.
'psalter'+'y'='PSALTERY'

'in' is the link.

Can you help me to learn more?

(Other definitions for psaltery that I've seen before include "something demanding pluck" , "Musical instrument" , "Dulcimer-like instrument" , "Ancient zither-like instrument" , "string instrument of yore" .)

I've seen this clue in The Independent.

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