Relative last to arrive in French city (5)
I believe the answer is:
niece
'relative' is the definition.
(type of relative)
'last to arrive in french city' is the wordplay.
'last to' says to take the final letters.
'in' is an insertion indicator.
'french city' becomes 'nice' (Nice is a French city).
The last letter of 'arrive' is 'e'.
'e' going into 'nice' is 'NIECE'.
(Other definitions for niece that I've seen before include "girl further down the line" , "A younger female relative" , "Young female relative" , "Criminal" , "Family relation" .)