Continue to have saucy relative included (7)
I believe the answer is:
'continue' is the definition.
(I know that persist is a more specific form of the action continue)
'saucy relative included' is the wordplay.
'saucy' becomes 'pert' (synonyms).
'relative' becomes 'sis' (short for sister).
'included' indicates putting letters inside.
'pert' placed around 'sis' is 'PERSIST'.
'to have' is the link.
(Other definitions for persist that I've seen before include "Keep going" , "Abide" , "Continue in spite of difficulty" , "Keep trying" , "carry on" .)