The most common and most likely answer to this crossword clue is the 2 plus 3 plus 8 letter word GO THE DISTANCE
I've seen this crossword clue in The Daily Telegraph
G
O
T
H
E
D
I
S
T
A
N
C
E
Buddy explains!
The straight part
We know that "play from start to finish" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case play from start to finish = go the distance.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.