Sad about European city on the Adriatic (7)
I believe the answer is:
trieste
'city on the adriatic' is the definition.
'trieste' can be an answer for 'city' (I have seen 'Italian city' mean 'trieste' so perhaps 'city' could also mean 'trieste'). I am not sure about the 'on the adriatic' bit.
'sad about european' is the wordplay.
I cannot really see how this works, but
'european' could be 'e' (abbreviation e.g. EU) and 'e' is found within the answer.
The remaining letters 'triste' is a valid word which might be clued in a way I don't understand.
This explanation may well be incorrect...
Can you help me to learn more?
(Other definitions for trieste that I've seen before include "somewhere in Italy" , "Italian border city" , "Italian Adriatic port" , "Italian seaport" , "Italian city, James Joyce's 13" .)