Nervous lady began to entertain queen? Generally (2,3,5)
I believe the answer is:
by and large
'generally' is the definition.
('by and large' can be a synonym of 'generally')
'nervous lady began to entertain queen?' is the wordplay.
'nervous' indicates anagramming the letters (shaking).
'to entertain' indicates putting letters inside.
'queen?' becomes 'r' (r is abbreviation regina. e.g. in ER ).
'lady'+'began'='ladybegan'
'ladybegan' with letters rearranged gives 'byandlage'.
'byandlage' enclosing 'r' is 'BY AND LARGE'.
(Other definitions for by and large that I've seen before include "In the main" , "Speaking generally" , "In general" , "All things considered" , "for the most part" .)