3 down
Morning
vapour
surrounding
road
in
European
city
(9)
Morning vapour surrounding road in European city (9)
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The definition is at the end of the clue.
How the clue works
Look at European city — that's your definition. You've got AM (morning) and STEAM (vapour), but STEAM is surrounding RD (road), turning it into STE(RD)AM, and then you stick AM in front of the whole thing to get your answer.