Small bomb not the last on a Caribbean island (7)
I believe the answer is:
grenada
'caribbean island' is the definition.
(I know that Grenada is a island)
'small bomb not the last on a' is the wordplay.
'small bomb' becomes 'grenade' (I've seen this before).
'not the last' means to remove the last letter.
'on' is a charade indicator (letters next to each other) (in a down clue, letters appear on others).
'grenade' with its final letter taken off is 'grenad'.
'grenad'+'a'='GRENADA'
(Other definitions for grenada that I've seen before include "W, Indies island" , "Caribbean country, capital St George's" , "Nation" , "Island state in the West Indies" , "Dare nag go to the West Indies?" .)