Bishop's warning about a Canadian province (7)
I believe the answer is:
alberta
'canadian province' is the definition.
(Alberta is an example)
'bishop's warning about a' is the wordplay.
'bishop' becomes 'B' (abbreviation for bishop in chess).
'warning' becomes 'alert' (alert is a kind of warning).
'about' means one lot of letters goes inside another.
'b' inserted inside 'alert' is 'albert'.
'albert'+'a'='ALBERTA'
(Other definitions for alberta that I've seen before include "region of North America" , "North American province" , "part of Canada" , "Where is Jasper" , "Einstein" .)