Dud PMQs disputed in assembly of Dubai (4,5)
I believe the answer is:
damp squib
'dud' is the definition.
'pmqs disputed in assembly of dubai' is the wordplay.
'disputed' indicates anagramming the letters.
'in' indicates putting letters inside.
'assembly of' indicates an anagram.
'pmqs' anagrammed gives 'mpsq'.
'dubai' is an anagram of 'dauib'.
'mpsq' placed inside 'dauib' is 'DAMP SQUIB'.
(Other definitions for damp squib that I've seen before include "set up by a guy?" , "Firework that doesn't" , "Something less impressive than expected" , "Let-down" , "Unsuccessful attempt to impress - firework won't ignite?" .)