Region of Welsh county (6)
I believe the answer is:
wessex
'region' is the definition.
(I have seen 'ancient region' mean 'wessex' so perhaps 'region' could also mean 'wessex')
'welsh county' is the wordplay.
'welsh' becomes 'w'.
'county' becomes 'essex' (I've seen this before).
'w'+'essex'='WESSEX'
'of' is the link.
(Other definitions for wessex that I've seen before include "South-west counties of Hardy's novels" , "Thomas Hardy's domain" , "Former kingdom in southern England" , "Alfred the Great's realm" , "Of which Alfred the Great was king" .)