European detective in underworld location (6)
I believe the answer is:
erebus
'underworld location' is the definition.
(region of the underworld in Greek myth)
'european detective' is the wordplay.
'european' becomes 'E' (abbreviation e.g. EU).
'detective' becomes 'Rebus' (John Rebus in Ian Rankin novels).
'e'+'rebus'='EREBUS'
'in' is the link.
(Other definitions for erebus that I've seen before include "God of darkness - cavern on the way to Hades - active volcano in Antarctica" , "Antarctic volcano; region between earth and Hades" , "In place of darkness" , "The abode of the dead" , "Dark and gloomy cavern between earth and Hades." .)