Vehicle is French setter of record (4)
I believe the answer is:
jeep
'vehicle' is the definition.
(jeep is a kind of vehicle)
'french setter of record' is the wordplay.
'french setter of' becomes 'je' (I am not sure about this - if you are sure you should believe this answer much more).
'record' becomes 'EP' (abbreviation for extended play record).
'je'+'ep'='JEEP'
'is' acts as a link.
Can you help me to learn more?
(Other definitions for jeep that I've seen before include "Truck" , "Military four-wheel-drive vehicle" , "Army vehicle, 4-wheel drive" , "Sturdy vehicle" , "Small four-wheel drive vehicle" .)