Retailer in vault, say (6)
I believe the answer is:
seller
'retailer' is the definition.
(I know that seller is a type of retailer)
'vault say' is the wordplay.
'vault' becomes 'cellar' (I've seen this before).
'say' indicates a 'sounds like' (homophone) clue.
'cellar' sounds like 'SELLER'.
'in' acts as a link.
(Other definitions for seller that I've seen before include "One who disposes of" , "Person making sale" , "Trader" , "Resell to vendor" .)