Northern European that was close relative? (6)
I believe the answer is:
nephew
'relative?' is the definition.
(nephew is a kind of relative)
'northern european that was close' is the wordplay.
'northern' becomes 'n' (abbreviation e.g. N. Ireland).
'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 "Brother's/sister's son" , "A sibling's child" , "Family relative" , "Edward V to Richard III relation" , "Sister's son" .)