turned bawdy and there, not in our world, lived (5)
I believe the answer is:
dwelt
'lived' is the definition.
(I've seen this before)
'turned bawdy and there' is the wordplay.
'turned' shows that the letters should be reversed in order.
'bawdy' becomes 'lewd' (I've seen this in another clue).
'and' means one lot of letters go next to another.
'there' becomes 't' (this could be a standard abbreviation of which I'm unaware).
'lewd' reversed gives 'dwel'.
'dwel'+'t'='DWELT'
'not in our world' is the link.
I am not very happy about this link. Some or all of it may be part of another bit of the clue.
Can you help me to learn more?
(Other definitions for dwelt that I've seen before include "Spoke at length" , "Stayed" , "lodged" , "brooded" , "Had house" .)