North European that was close relative (6)
I believe the answer is:
nephew
'relative' is the definition.
(type of relative)
'north european that was close' is the wordplay.
'north' becomes 'N' (abbreviation).
'european' becomes 'e' (abbreviation e.g. EU).
'that was close' becomes 'phew' (both are said after narrowly avoiding danger).
'n'+'e'+'phew'='NEPHEW'
(Other definitions for nephew that I've seen before include "Male relative" , "A young male relation" , "Sibling's son" , "Family relative" , "Edward V to Richard III relation" .)