Emperor in north-east or heading back (4)
I believe the answer is:
nero
'emperor' is the definition.
(Roman emperor)
'north-east or heading back' is the wordplay.
'north east' becomes 'ne'.
'heading back' is a reversal indicator.
'or' backwards is 'ro'.
'ne'+'ro'='NERO'
'in' is the link.
(Other definitions for nero that I've seen before include "Barbarous Roman emperor" , "Ancient Roman emperor" , "Roman emperor on the fiddle?" , "Ruler" , "Roman emperor infamous for his cruelty" .)