Laggard finally leaves blue train (9)
I believe the answer is:
slowcoach
'laggard' is the definition.
(slowcoach is a kind of laggard)
'blue train' is the wordplay.
'blue' becomes 'slow' (I can't justify this - if you can you should give a lot more credence to this answer).
'train' becomes 'coach' ('coach' can be a synonym of 'train').
'slow'+'coach'='SLOWCOACH'
'finally leaves' is the link.
This may not be right. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for slowcoach that I've seen before include "Not a rapid operator" , "One who is sluggish in work or actions, due to tardy vehicle?" , "someone sluggish" , "Sluggish person like tardy trainer" , "One who takes time to do things" .)