Army set up in new regime? Leave the country (8)
I believe the answer is:
emigrate
'leave the country' is the definition.
'army set up in new regime?' is the wordplay.
'army' becomes 'ta' (abbreviation for Territorial Army).
'set up' is a reversal indicator.
'in' indicates putting letters inside.
'new' indicates an anagram.
'ta' back-to-front is 'at'.
'regime' anagrammed gives 'emigre'.
'at' going into 'emigre' is 'EMIGRATE'.
(Other definitions for emigrate that I've seen before include "Tiger Mae has gone abroad to live, oddly" , "Leave homeland" , "Move overseas" , "Leave one's country to live elsewhere" , "Move abroad" .)