A grand queen going to a city in India (4)
I believe the answer is:
agra
'city in india' is the definition.
(I've seen this before)
'a grand queen going to a' is the wordplay.
'a grand' becomes 'ag' (I've seen this in other clues).
'queen' becomes 'r' (r is abbreviation regina. e.g. in ER ).
'going to' means one lot of letters go next to another.
'ag'+'r'+'a'='AGRA'
(Other definitions for agra that I've seen before include "Indian city, capital of the Mogul empire until 1658" , "Foreign city" , "city founded in 1566" , "City famous for its Mogul architecture" , "North Indian city, former capital of the Mogul empire" .)