Last tsar going commando might some say? (8)
I believe the answer is:
nicholas
'last tsar going' is the definition.
The definition suggests a singular noun which matches the answer.
'commando might some say?' is the wordplay.
'commando might' becomes 'nichol' (I can't explain this - if you can you should believe this answer much more).
'some say?' becomes 'as' (I've seen this in other clues).
'nichol'+'as'='NICHOLAS'
Can you help me to learn more?
(Other definitions for nicholas that I've seen before include "For man" , "Saint associated with Christmas figure" , "Boy" , "Patron saint of Greece (and Liverpool)" , "Man's name; last tsar" .)