Not in any place; but has just arrived! (7)
I believe the answer is:
nowhere
'not in any place' is the definition.
(I've seen this before)
I don't understand the remainder of the clue.
Can you help me to learn more?
(Other definitions for nowhere that I've seen before include "miles down the field" , "It can't be found!" , "unlikely to be found?" , "Erewhon (anag.)" , "Remote or uninteresting place" .)