In short, last month was a bit of a painful time (3)
I believe the answer is:
ult
'in short last month' is the definition.
'ult' can be an answer for 'month' (I have seen 'Last month ' mean 'ult' so perhaps 'month' could also mean 'ult'). I am not sure about the 'in short last' bit.
'a bit of a painful time' is the wordplay.
'a bit of' says the answer is hidden in the clue.
'ULT' can be found hidden inside 'painful time'.
'was' acts as a link.
Can you help me to learn more?
(Other definitions for ult that I've seen before include "Last month (abbr)" , "In brief, last month in correspondence" , "Last month (abbrev)" , "In brief, notation for last month" , "Of the month preceding the present one, in short" .)