Lord, for example, imprisoned in story (5)
I believe the answer is:
liege
'lord' is the definition.
(feudal term for a superior)
'example imprisoned in story' is the wordplay.
'example' becomes 'eg' (short for 'exempli gratia', 'for example' in Latin).
'imprisoned in' is an insertion indicator.
'story' becomes 'lie' (story can mean a fabrication).
'eg' put inside 'lie' is 'LIEGE'.
'for' is the link.
(Other definitions for liege that I've seen before include "Belgian city on Meuse" , "Belgian, French-speaking city" , "European province" , "World War one battle site" , "European university" .)