Inside last rally of the stars (6)
I believe the answer is:
astral
'of the stars' is the definition.
(I've seen this before)
'inside last rally' is the wordplay.
'inside' says the answer is hidden in the clue.
'ASTRAL' can be found hidden inside 'last rally'.
(Other definitions for astral that I've seen before include "Related to the stars" , "Universal" , "like a star" , "Pertaining to the stars" , "To do with stars on altars" .)