Alien concealed in exhaust? Leave car (7)
I believe the answer is:
detrain
'leave car' is the definition.
(leave a train carriage or car)
'alien concealed in exhaust?' is the wordplay.
'alien' becomes 'et' (extra terrestrial).
'concealed in' is an insertion indicator.
'exhaust?' becomes 'drain' (draining is a kind of exhausting).
'et' placed inside 'drain' is 'DETRAIN'.
(Other definitions for detrain that I've seen before include "leave Orient Express, perhaps" , "get out of carriage" , "leave car" , "Get off at a station" , "leave coach behind" .)