Musical phrase, last thing from radio station to be played (8)
I believe the answer is:
ostinato
'musical phrase' is the definition.
(ostinato is a kind of musical phrase)
'last thing from radio station to be played' is the wordplay.
'last thing from' suggests the final letters.
'to be played' indicates anagramming the letters.
The final letter of 'radio' is 'o'.
'station' with letters rearranged gives 'stinato'.
'o'+'stinato'='OSTINATO'
(Other definitions for ostinato that I've seen before include "Noted phrase often repeated" , "Continually repeated musical phrase or rhythm" , "Continuously repeated musical phrase - soon at it (anag)" , "regular rhythm" , "Repetitive 1 Down" .)