Capital bank to find about midnight, all right? (7)
I believe the answer is:
bangkok
'capital' is the definition.
(capital of Thailand)
'about midnight all right?' is the wordplay.
'about' means one lot of letters goes inside another.
'midnight' becomes 'g' (the middle letter in 'night').
'all' becomes 'bank' (I am not sure about this - if you are sure you should believe this answer much more).
'right?' becomes 'OK' (OK can mean right or appropriate).
'g' going inside 'bank' is 'bangk'.
'bangk'+'ok'='BANGKOK'
'bank to find' is the link.
This may not be correct. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for bangkok that I've seen before include "Capital of Thailand" , "Far Eastern capital" , "City" , "Asian capital" , "Thai capital" .)