Last few batsmen lie, so they say (4)
I believe the answer is:
tail
'last few batsmen' is the definition.
(cricket term)
'lie so they say' is the wordplay.
'lie' becomes 'tale' (I've seen this before).
'so they say' shows a homophone (sound like).
'tale' is a homophone of 'TAIL'.
(Other definitions for tail that I've seen before include "Dog - or part of one" , "Follow - dog" , "Follow (a suspect)" , "private eye" , "Queue" .)