Riddle of ultimately mysterious coach (8)
I believe the answer is:
strainer
'riddle' is the definition.
(riddle can mean a sieve or strainer)
'ultimately mysterious coach' is the wordplay.
'ultimately' suggests the final letters.
'coach' becomes 'trainer' (as in a sports coach).
The last letter of 'mysterious' is 's'.
's'+'trainer'='STRAINER'
'of' acts as a link.
(Other definitions for strainer that I've seen before include "to keep out foreign bodies" , "something for tea" , "eg Colander" , "device to catch leaves" , "Retrains (anag.)" .)