The most common and most likely answer to this crossword clue is the 4 letter word BURP
B
U
R
P
Buddy explains!

The straight part
We know that "Massage, needing wind up, ultimately?" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case massage, needing wind up, ultimately? = burp.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does BURP mean?
BURP noun- A belch.
- To emit a burp.
- To cause someone (such as a baby) to burp.