Bishop finally has to curse (5)
I believe the answer is:
blast
'to curse' is the definition.
(thesaurus)
'bishop finally' is the wordplay.
'bishop' becomes 'B' (abbreviation for bishop in chess).
'finally' becomes 'last' (synonyms).
'b'+'last'='BLAST'
'has' is the link.
(Other definitions for blast that I've seen before include "Noise of explosion" , "Blow up with explosives" , "Shoot" , "Strong gust of air" , "Blow up or swear" .)