Cost upsetting Caledonian (4)
I believe the answer is:
scot
'caledonian' is the definition.
(I've seen this before)
'cost upsetting' is the wordplay.
'upsetting' is an anagram indicator.
'cost' anagrammed gives 'SCOT'.
(Other definitions for scot that I've seen before include "National" , "Ancient tax" , "UK northerner" , "Burns for one" , "Northern member of UK" .)