In Virginia disappointed union leaders receive final letter from capital city (5)

'capital city' is the definition.
'Vaduz' can be an answer for 'city' (Vaduz is an example). I am not certain of the 'capital' bit.

'in virginia disappointed union leaders receive final letter' is the wordplay.
'in' indicates putting letters inside.
'leaders' suggests taking the first letters.
'receive' becomes 'a' (I can't justify this - if you can you should believe this answer much more).
'final letter' becomes 'Z' (in the alphabet).
The initial letters of 'virginia disappointed union' is 'vdu'.
'vdu' enclosing 'a' is 'vadu'.
'vadu'+'z'='VADUZ'

'from' is the link.

Can you help me to learn more?