Grave exchange of words isn't finished for one hiding from The Sun (8)
I believe the answer is:
sombrero
'words isn't finished for one hiding from the sun' is the definition.
I can't tell whether this defines the answer.
'grave exchange' is the wordplay.
'grave' becomes 'sombre' (I've seen this before).
'exchange' becomes 'ro' (I am not sure about this - if you are sure you should believe this answer much more).
'sombre'+'ro'='SOMBRERO'
'of' acts as a link.
Can you help me to learn more?
(Other definitions for sombrero that I've seen before include "CLOTHING" , "Broad-brimmed Mexican hat" , "a Mexican's overheads" , "Wide-brimmed 23" , "Hat for South American" .)