Left by train, heading for York specifically (9)
I believe the answer is:
expressly
'specifically' is the definition.
(thesaurus)
'left by train heading for york' is the wordplay.
'left' becomes 'l' (common abbreviation).
'by' says to put letters next to each other.
'train' becomes 'express' (express train is a kind of train**).
'heading for' suggests taking the first letters.
The first letter of 'york' is 'y'.
'l' put after 'express' is 'expressl'.
'expressl'+'y'='EXPRESSLY'
(Other definitions for expressly that I've seen before include "With specific intentions" , "definitely" , "Explicitly" , "specifically" , "in very clear way" .)