Ill at ease concerning border (2,4)
I believe the answer is:
on edge
'ill at ease' is the definition.
(both can mean nervous)
'concerning border' is the wordplay.
'concerning' becomes 'on'.
'border' becomes 'edge' (synonyms).
'on'+'edge'='ON EDGE'
(Other definitions for on edge that I've seen before include "stressed" , "looking down at Much Wenlock?" , "Tense and irritable, with nerves stretched" , "'Tense, nervous (2,4)'" , "Cliff-top walker may be" .)