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Having gone in first, perhaps, keep gong (4,3)

Ross

I believe the answer is:

last out

I'm a little stuck... Click here to teach me more about this clue!

'keep gong' is the definition.
'last out' can be an answer for 'keep' (thesaurus). I'm unsure of the 'gong' bit.

'having gone in first' is the wordplay.
I cannot quite understand how this works, but
'gone' could be 'out' (synonyms) and 'out' is located in the answer.
'first' could be 'a' (first letter of the alphabet) and 'a' is found in the answer.
The remaining letters 'lst' is a valid word which might be clued in a way I don't see.
This explanation may well be incorrect...

'perhaps' acts as a link.

Can you help me to learn more?

(Other definitions for last out that I've seen before include "Manage to survive" , "one leaving after everyone else" , "when all the others have gone" , "Keep on going" , "Survive for as long as is required" .)

I've seen this clue in the Evening Standard.
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