Give last cry of pain (5)
I believe the answer is:
endow
'give' is the definition.
(I've seen this before)
'last cry of pain' is the wordplay.
'last' becomes 'end'.
'cry of pain' becomes 'ow' (I've seen this in other clues).
'end'+'ow'='ENDOW'
(Other definitions for endow that I've seen before include "Provide with an income, say a college" , "Pay to found" , "Attribute abilities to" , "Set up with money" , "Provide with a permanent income, say a school" .)