Alludes to each street in this direction (4)
I believe the answer is:
east
'this direction' is the definition.
(compass direction)
'alludes to each street' is the wordplay.
I cannot quite understand how this works, but
'each' could be 'ea' (abbreviation) and 'ea' is found in the answer.
'street' could be 'st' (abbreviation) and 'st' is found in the answer.
No letters remain.
This explanation may well be incorrect...
'in' is the link.
Can you help me to learn more?
(Other definitions for east that I've seen before include "English region" , "Airport near Derby" , "Bearing of 90 degrees" , "4 dn 17 dn" , "Where the sun rises" .)