Kingdom's natural leader, dressed in Roman costume (5)
I believe the answer is:
tonga
'kingdom's' is the definition.
(kingdom in Polynesia)
I can't explain the rest of the clue.
Can you help me to learn more?
(Other definitions for tonga that I've seen before include "Do a bad tango in the Pacific archipelago" , "South Pacific island group country" , "part of Polynesia" , "SW Pacific monarchy" , "Relatively small" .)