King in retreat, at last, for a day (6)
I believe the answer is:
arthur
'king' is the definition.
(I've seen this before)
'retreat at last for a day' is the wordplay.
'retreat' says the letters should be written backwards.
'at last' says to take the final letters.
'day' becomes 'thur' (abbreviation for Thursday).
The final letter of 'for' is 'r'.
'r'+'a'='ra'
'ra' backwards is 'ar'.
'ar'+'thur'='ARTHUR'
'in' acts as a link.
(Other definitions for arthur that I've seen before include "Legendary British king" , "See 25" , "(Legendary?) English king" , "Sir --- Conan Doyle" , ""The once and future king"" .)