Last in vehicle is an old Russian leader (4)
I believe the answer is:
czar
'an old russian leader' is the definition.
(I've seen this in another clue)
'last in vehicle' is the wordplay.
'last' becomes 'z' (I can't justify this - if you can you should believe this answer much more).
'in' is an insertion indicator.
'vehicle' becomes 'car' (car is a kind of vehicle).
'z' going inside 'car' is 'CZAR'.
'is' acts as a link.
Can you help me to learn more?
(Other definitions for czar that I've seen before include "policy coordinator" , "Russian ruler (alt. but not rare spelling)" , "Despot" , "Pre-1917 Russian ruler" , "Russian emperor" .)