Capital raging at New Labour (4,5)
I believe the answer is:
ulan bator
'capital' is the definition.
(Ulan Bator is an example)
'raging at new labour' is the wordplay.
'raging' is an anagram indicator.
'new' becomes 'n'.
'at'+'n'+'labour'='atnlabour'
'atnlabour' is an anagram of 'ULAN BATOR'.
(Other definitions for ulan bator that I've seen before include "Mongolian city" , "capital city" , "Mongol city" , "Exotic capital" , "eastern city" .)