Scottish citizen’s misguided gag in Wales (10)
I believe the answer is:
glaswegian
'scottish citizen's' is the definition.
'misguided gag in wales' is the wordplay.
'misguided' is an anagram indicator (I've seen this in other clues).
'gag'+'in'+'wales'='gaginwales'
'gaginwales' is an anagram of 'GLASWEGIAN'.
(Other definitions for glaswegian that I've seen before include "Celt?" , "Scotsman" , "Scot" .)