Amazing soldier in Pembroke say (5)
I believe the answer is:
corgi
'pembroke say' is the definition.
(pembroke is a kind of corgi)
'amazing soldier' is the wordplay.
'amazing' becomes 'cor' (both are expressions of surprise).
'soldier' becomes 'GI' (GI can mean a US soldier).
'cor'+'gi'='CORGI'
'in' acts as a link.
(Other definitions for corgi that I've seen before include "Welsh breed of short-legged dog" , "Welsh 11" , "Royal pet" , "Little dog" , "Cardigan or Pembroke dog" .)