In Bhopal, a thick bamboo stick (5)
I believe the answer is:
lathi
'stick' is the definition.
(lathi is a kind of stick)
'in bhopal a thick bamboo' is the wordplay.
'in' indicates the answer is hidden within the clue.
'LATHI' can be found hidden inside 'bhopal a thick bamboo'.
(Other definitions for lathi that I've seen before include "Long, heavy stick" , "club used by an Indian policeman" , "club in India" , "Heavy iron-bound stick used for crowd control by police in India" , "may give wallop to dacoit" .)