Savage jumbo in setter's latest style left unstarted (5)

I believe the answer is:

rogue

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'savage jumbo' is the definition.
(rogue can mean a rogue elephant)

'setter's latest style left unstarted' is the wordplay.
'setter's latest' becomes 'r' (I can't explain this - if you can you should give a lot more credence to this answer).
'style' becomes 'vogue' (synonyms).
'left unstarted' means to remove the first letter.
'vogue' with its initial letter taken off is 'ogue'.
'r'+'ogue'='ROGUE'

'in' acts as a link.

Can you help me to learn more?

(Other definitions for rogue that I've seen before include "Baddie" , "One dishonest" , "Profligate" , "Old Greek" , "Impish, likeable person" .)

I've seen this clue in The Times.

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