Newly-formed nation led by a woman (7)
I believe the answer is:
antonia
'woman' is the definition.
'newly-formed nation led by a' is the wordplay.
'newly formed' is an anagram indicator.
'led by' says to put letters next to each other.
'nation' with letters rearranged gives 'antoni'.
'antoni'+'a'='ANTONIA'
(Other definitions for antonia that I've seen before include "lady" , "Girl's name" , "female" , "woman" .)