Lost in Rome or astray in Spanish resort (12)
I believe the answer is:
torremolinos
'spanish resort' is the definition.
(I've seen this before)
'lost in rome or astray' is the wordplay.
'astray' is an anagram indicator.
'lost'+'in'+'rome'+'or'='lostinromeor'
'lostinromeor' anagrammed gives 'TORREMOLINOS'.
'in' is the link.
(Other definitions for torremolinos that I've seen before include "Costa del Sol resort" , "Spanish resort" .)