Crossword Genius

It's in the West Country, no longer at Middlesex (3)

Ross

I believe the answer is:

exe

I'm a little stuck... Click here to teach me more about this clue!

'middlesex' is the definition.
I don't know anything about this answer so I cannot tell whether this works.

'it's in the west country no longer' is the wordplay.
I cannot really see how this works, but
'no longer' could be 'ex' (prefix meaning former or onetime) and 'ex' is found in the answer.
'it' could be 'e' ('e' can mean 'electronic' which is similar to 'IT') and 'e' is found in the answer.
No letters remain.
This may be the basis of the clue (or it may be nonsense).

'at' acts as a link.

Can you help me to learn more?

(Other definitions for exe that I've seen before include "West Country river" , "flower" , "source of water" , "River flowing from Exmoor to Exmouth via Exeter" , "Devon river" .)

I've seen this clue in the Evening Standard.
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