Outlaw assuming pseudonym abruptly in Balkan state (7)
I believe the answer is:
albania
'balkan state' is the definition.
(Albania is an example)
'outlaw assuming pseudonym abruptly' is the wordplay.
'outlaw' becomes 'ban' (banning is a kind of outlawing).
'assuming' is an insertion indicator (assume can mean to take on).
'pseudonym abruptly' becomes 'alia' (I can't justify this - if you can you should believe this answer much more).
'ban' inserted into 'alia' is 'ALBANIA'.
'in' is the link.
Can you help me to learn more?
(Other definitions for albania that I've seen before include "SE European country" , "Balkan country" , "Southeast European republic" , "Country of King Zog" , "Country in the Balkans" .)