Lady returning after six in the city (6)
I believe the answer is:
vienna
'city' is the definition.
(Vienna is an example)
'lady returning after six' is the wordplay.
'lady' becomes 'anne' (I've seen this before**).
'returning' is a reversal indicator.
'after' says to put letters next to each other.
'six' becomes 'vi' (roman numeral).
'anne' written backwards gives 'enna'.
'enna' put after 'vi' is 'VIENNA'.
'in the' is the link.
(Other definitions for vienna that I've seen before include "Capital on the Danube Canal" , "Strauss 'Tales from the . . . . . . Woods'" , "Wien" , "Austria's capital city" , "European capital" .)