A title of respect for leaders of Finland, Norway and Denmark, say? (7)
I believe the answer is:
effendi
'a title of respect' is the definition.
(I've seen this before)
I don't understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for effendi that I've seen before include "Respected Arab" , "Turkish address now comparable to 'Mr'" , "Former Turkish title" , "Turkish title (FND!)" , "Eastern Mediterranean honorific" .)