Support opera having key change at the end (4)
I believe the answer is:
aide
'support opera' is the definition.
'aide' can be an answer for 'support' (an aide supports or assists somebody). I'm unsure of the 'opera' bit.
'key change at the end' is the wordplay.
'key change' becomes 'aid' (I can't justify this - if you can you should give a lot more credence to this answer).
'at' says to put letters next to each other.
'end' suggests the final letters.
The final letter of 'the' is 'e'.
'aid'+'e'='AIDE'
'having' is the link.
(Other definitions for aide that I've seen before include "Helper" , "One to assist" , "Officer's assistant" , "Assistant to a more senior person" , "Leader's assistant" .)