Heavenly in Dorset, here alone (8)
I believe the answer is:
ethereal
'heavenly' is the definition.
('ethereal' can be similar in meaning to 'heavenly')
'in dorset here alone' is the wordplay.
'in' indicates the answer is hidden within the clue.
'ETHEREAL' is hidden in the letters of 'dorset here alone'.
(Other definitions for ethereal that I've seen before include "Insubstantial, other-worldly" , "Fine" , "Celestial; insubstantial" , "'Delicate, heavenly (8)'" , "Airy, celestial" .)