Part of egg may go all black, finally (4)
I believe the answer is:
yolk
'part of egg' is the definition.
('yolk' is part of 'egg')
'may go all black finally' is the wordplay.
'finally' suggests the final letters.
The last letters of 'may go all black' are 'YOLK'.
(Other definitions for yolk that I've seen before include "Yellow (as opposed to white?)" , "Bird food" , "Part of a 7 Down" , "Egg's "yellow"" , "Soldiers go in here" .)