4 down
Foreign
cities
limiting
energy
and
temperature
in
vain
(9)
Foreign cities limiting energy and temperature in vain (9)
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The definition is at the end of the clue.
How the clue works
The word vain is the definition here. The wordplay is an anagram (signalled by "Foreign") of the letters in "cities" together with E (for energy) and T (for temperature), which are jumbled up to spell EGOTISTIC.