Ordeal of a Conservative supporting band set up without love (9)
I believe the answer is:
purgatory
'ordeal' is the definition.
(both can refer to mental suffering)
'a conservative supporting band set up without love' is the wordplay.
I cannot quite see how this works, but
'a' is within the answer.
'conservative' could be 'tory' (informal term for a Conservative Party member) and 'tory' is located in the answer.
This may be the basis of clue (or it may be nonsense).
'of' is the link.
Can you help me to learn more?
(Other definitions for purgatory that I've seen before include "Hell on earth" , "Suffering" , "Mental anguish" , "Torment" .)