Government involved with ambassador returning everything (9)
I believe the answer is:
whitehall
'government' is the definition.
(street holding many UK government offices)
'involved with ambassador returning everything' is the wordplay.
'involved' indicates anagramming the letters (involved can mean confusing or complex).
'ambassador' becomes 'HE' (His or Her Excellency).
'returning' shows that the letters should be reversed in order.
'everything' becomes 'all' (all things).
'he' written backwards gives 'eh'.
'with' is an anagram of 'whit'.
'whit'+'eh'+'all'='WHITEHALL'
(Other definitions for whitehall that I've seen before include "Government policy" , "Administrators" , "admin staff here" , "Street symbolising British government" .)