Crowd's last intimidating display in capital (5)
I believe the answer is:
dhaka
'capital' is the definition.
(capital of Bangladesh)
'crowd's last intimidating display' is the wordplay.
'last' says to take the final letters.
'intimidating display' becomes 'haka' (intimidating display by New Zealand rugby players).
The last letter of 'crowd' is 'd'.
'd'+'haka'='DHAKA'
'in' is the link.
(Other definitions for dhaka that I've seen before include "Asian capital" , "capital in Asia" , "Capital of Bangladesh" .)