In Bengal, a thick club (5)
I believe the answer is:
lathi
'club' is the definition.
(lathi is a kind of club)
'in bengal a thick' is the wordplay.
'in' says the answer is hidden in the clue.
'LATHI' is hidden in the letters of 'bengal a thick'.
(Other definitions for lathi that I've seen before include "Indian police baton" , "Indian policeman's stick" , "instrument of punishment" , "Long, heavy stick" , "Heavy iron-bound stick used for crowd control by police in India" .)