Bluetit sadly trapped in old European dungeon (9)
I believe the answer is:
oubliette
'dungeon' is the definition.
(I know that dungeon can be written as oubliette)
'bluetit sadly trapped in old european' is the wordplay.
'sadly' is an anagram indicator.
'trapped in' indicates putting letters inside.
'old' becomes 'o' (common abbreviation eg in OE for Old English).
'european' becomes 'E' (abbreviation e.g. EU).
'bluetit' is an anagram of 'ubliett'.
'o'+'e'='oe'
'ubliett' placed within 'oe' is 'OUBLIETTE'.
(Another definition for oubliette that I've seen is " Trapdoor-accessed dungeon".)