I held out for foreign capital (5)
I believe the answer is:
delhi
'foreign capital' is the definition.
'Delhi' can be an answer for 'capital' (New Delhi is the capital of India). I'm unsure of the 'foreign' bit.
'i held out' is the wordplay.
'out' indicates an anagram (out can mean wrong or inaccurate).
'i'+'held'='iheld'
'iheld' anagrammed gives 'DELHI'.
'for' is the link.
Can you help me to learn more?
(Other definitions for delhi that I've seen before include "Plumbing ring" , "Capital on the river Jumna" , "Asian city" , "Indian state" , "Indian capital city" .)