Nevertheless, one is a mysterious creature (4)
I believe the answer is:
yeti
'a mysterious creature' is the definition.
(I've seen this before)
'nevertheless one' is the wordplay.
'nevertheless' becomes 'yet' (I've seen this before).
'one' becomes 'i' (Roman numeral).
'yet'+'i'='YETI'
'is' acts as a link.
(Other definitions for yeti that I've seen before include "Your claim to have seen one wouldn't be believed" , "Hairy creature of legend" , "Highly elusive monster" , "Mythical Himalayan beast" , "He's never had a successful Catcher" .)