Remain on the road on the outskirts of Albany. (4)
I believe the answer is:
stay
'remain' is the definition.
(I know that remain can be written as stay)
'the road on the outskirts of albany' is the wordplay.
'the road' becomes 'st'.
'on' says to put letters next to each other.
'the outskirts of' means to remove the middle letters (letters on the edges or outskirts are used).
'albany' with its centre taken out is 'ay'.
'st'+'ay'='STAY'
'on' acts as a link.
(Other definitions for stay that I've seen before include "Check" , "Corset strut" , "Delay (execution)" , "Rope to brace an upright" , "control" .)