Rules do change in place of pilgrimage (7)
I believe the answer is:
lourdes
'place of pilgrimage' is the definition.
(I've seen this before)
'rules do change' is the wordplay.
'change' is an anagram indicator.
'rules'+'do'='rulesdo'
'rulesdo' anagrammed gives 'LOURDES'.
'in' is the link.
(Other definitions for lourdes that I've seen before include "SW France pilgrimage site" , "Famous centre of pilgrimage in SW France" , "Place of pilgrimage in the French Pyrenees" , "Lured so to revered shrine in south of France" , "Roman Catholic pilgrimage town in the French Pyrenees" .)