Country had to be led by Conservative (4)
I believe the answer is:
chad
'country' is the definition.
(Chad is an example)
'had to be led by conservative' is the wordplay.
'to be led by' says to put letters next to each other.
'conservative' becomes 'C' (abbreviation commonly used in UK politics).
'had' after 'c' is 'CHAD'.
(Other definitions for chad that I've seen before include "N.Central African Republic" , "African republic; punched bits" , "Small piece that's removed when a hole is punched, in a card say" , "Country - which got Bush elected in Florida?" , "small piece forcibly removed" .)