Devil of a politician leading awful sheepish lot (14)
I believe the answer is:
mephistopheles
'devil' is the definition.
(I have seen 'Senior devil' mean 'mephistopheles' so perhaps 'devil' could also mean 'mephistopheles')
'a politician leading awful sheepish lot' is the wordplay.
'a politician' becomes 'mep' (Member of European Parliament**).
'leading' says to put letters next to each other.
'awful' indicates an anagram.
'sheepish'+'lot'='sheepishlot'
'sheepishlot' is an anagram of 'histopheles'.
'mep'+'histopheles'='MEPHISTOPHELES'
'of' acts as a link.
(Other definitions for mephistopheles that I've seen before include "Evil demon (Faust)" , "Devilish tempter" , "diabolical character" , "evil character" , "Senior devil" .)