I must wear head covering, coming to one country (5)
I believe the answer is:
haiti
'country' is the definition.
(Haiti is a country)
'i must wear head covering coming to one' is the wordplay.
'must wear' indicates putting letters inside.
'head covering' becomes 'hat' (I've seen this in another clue).
'coming to' says to put letters next to each other.
'one' becomes 'i' (Roman numeral).
'i' put inside 'hat' is 'hait'.
'hait'+'i'='HAITI'
(Other definitions for haiti that I've seen before include "Caribbean republic" , "Caribbean state" , "West Indies republic" , "Country SE of Cuba" , "Country in W Indies, capital Port-au-Prince" .)