Material gain, say -- all go in at last (5)
I believe the answer is:
'material' is the definition.
(nylon is a kind of material)
'gain say all go in at last' is the wordplay.
'at last' says to take the final letters.
The final letters of 'gain say all go in' are 'NYLON'.
(Other definitions for nylon that I've seen before include "Unaccompanied part song" , "Man-made fabric" , "Man-made fibre" , "Fibre of polymeric amides" , "Man-made material" .)