Landed property in Egypt's capital, say (6)
I believe the answer is:
estate
'landed property' is the definition.
(I've seen this in another clue)
'egypt's capital say' is the wordplay.
'capital' suggests taking the first letters.
'say' becomes 'state' (synonyms).
The initial letter of 'egypts' is 'e'.
'e'+'state'='ESTATE'
'in' is the link.
(Other definitions for estate that I've seen before include "park perhaps" , "Amount of land - type of car" , "Property - may go with rank" , "All of one's assets after death" , "Industrial area" .)