One is late for this train (7)

I believe the answer is:

cortege

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'for this train' is the definition.
(both can mean a procession following behind)

I cannot understand how the remainder of the clue works.

(Other definitions for cortege that I've seen before include "train" , "Processing figures" , "Solemn funeral procession" , "Entourage, retinue" .)

I've seen this clue in The Globe and Mail.

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