He's from Vauxhall (3)
I believe the answer is:
hal
'he's' is the definition.
'from vauxhall' is the wordplay.
'from' says the answer is hidden in the clue.
'HAL' is hidden within 'vauxhall'.
(Other definitions for hal that I've seen before include "royal prince" , "future Henry V" , "Shakespeare's Prince_with Falstaff" , "Harry, in short" , "Henry, in short" .)