Cockney’s thus entertaining ladies, maybe, in Kaliningrad, say (7)
I believe the answer is:
enclave
'kaliningrad say' is the definition.
'cockney's thus entertaining ladies maybe' is the wordplay.
'cockney's thus' becomes 'ence' ('hence' - I've seen this before - said with the 'H' dropped - a cockney accent.).
'entertaining' indicates putting letters inside.
'ladies maybe' becomes 'lav' (type of lavatory).
'ence' going around 'lav' is 'ENCLAVE'.
'in' acts as a link.
(Other definitions for enclave that I've seen before include "Group that's surrounded" , "Minority culture living within larger group" , "Valence for small territory enclosed in foreign state" , "Piece of territory within another country" , "Land wholly within foreign territory" .)