12 across
US
state
in
the
role
of
wild
animal
(5)
US state in the role of wild animal (5)
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The definition is at the end of the clue.
How the clue works
The definition is wild animal, as a nyala is a type of antelope. The wordplay builds the answer in two parts: NY is the abbreviation for New York, giving us "US state", and À LA (meaning "in the manner of" or "in the role of") provides the remaining letters. Put them together — NY plus ALA — and you get NYALA.