Foreign senator keeps party leader in opposition very close (2,4,4)

'close' is the definition.
(I've seen this in another clue)

'foreign senator keeps party leader in opposition' is the wordplay.
'foreign' is an anagram indicator (foreign order of the letters).
'keeps' indicates putting letters inside (inserted letters are kept inside).
'party' becomes 'do' (do can informally mean a party).
'leader in' suggests taking the first letters.
The first letter of 'opposition' is 'o'.
'senator' with letters rearranged gives 'atonesr'.
'do'+'o'='doo'
'atonesr' going around 'doo' is 'AT ONES DOOR'.

'very' acts as a link.