Exclamation of surprise coming to distressed Indian city (6)
I believe the answer is:
mysore
'indian city' is the definition.
(city in India)
'exclamation of surprise coming to distressed' is the wordplay.
'exclamation of surprise' becomes 'my'.
'coming to' means one lot of letters go next to another.
'distressed' becomes 'sore' (sore can mean resentful or distressed).
'my'+'sore'='MYSORE'
(Other definitions for mysore that I've seen before include "city of India" , "Indian city?" .)