Horse caught by a horse back in the country (5)
I believe the answer is:
ghana
'country' is the definition.
(Ghana is an example)
'horse caught by a horse back' is the wordplay.
'horse' becomes 'h' ('H' can be a synonym of 'horse').
'caught by' is an insertion indicator.
'horse' becomes 'nag' (nag is a kind of horse**).
'back' shows that the letters should be reversed in order.
'a'+'nag'='anag'
'h' going into 'anag' is 'anahg'.
'anahg' written backwards gives 'GHANA'.
'in the' acts as a link.
(Other definitions for ghana that I've seen before include "part of Africa" , "W. African state" , "West African republic" , "West African country getting independence from the UK in 1957" , "African country, W. of Togo" .)