Try to finish fast after a setback (4)
I believe the answer is:
test
'try' is the definition.
(test is a kind of try)
'finish fast after a setback' is the wordplay.
'finish' says to take the final letters.
'after' is a charade indicator (letters next to each other).
'a setback' becomes 'tes' (I've seen this in other clues).
The last letter of 'fast' is 't'.
't' put after 'tes' is 'TEST'.
'to' acts as a link.
(Other definitions for test that I've seen before include "Assay" , "water flowing through Hampshire" , "Cricket match; exam" , "Audition" , "Trial - international game" .)