Everybody, say, on European border ... (6)
I believe the answer is:
estate
'everybody' is the definition.
(thesaurus)
'say on european border' is the wordplay.
'say' becomes 'state' (synonyms).
'on' says to put letters next to each other.
'border' suggests taking the first letters.
The initial letter of 'european' is 'e'.
'state' put after 'e' is 'ESTATE'.
(Other definitions for estate that I've seen before include "Rank - housing development - car" , "Person's belongings after death" , "Sort of car" , "Extent of one's property" , "The whole of one's worldly goods" .)