Church leader in captivity had later converted (9)
I believe the answer is:
cathedral
'church' is the definition.
(cathedral is a kind of church)
'leader in captivity had later converted' is the wordplay.
'leader in' says to take the initial letters.
'converted' indicates anagramming the letters.
The first letter of 'captivity' is 'c'.
'had'+'later'='hadlater'
'hadlater' is an anagram of 'athedral'.
'c'+'athedral'='CATHEDRAL'
(Other definitions for cathedral that I've seen before include "edifice" , "Place of worship" , "Where one worships" , "Large, important church" , "temple" .)