Scottish citizen’s unfortunate gag in Wales (10)
I believe the answer is:
glaswegian
'scottish citizen's' is the definition.
(someone from Glasgow in Scotland)
'unfortunate gag in wales' is the wordplay.
'unfortunate' is an anagram indicator.
'gag'+'in'+'wales'='gaginwales'
'gaginwales' with letters rearranged gives 'GLASWEGIAN'.
(Other definitions for glaswegian that I've seen before include "Celt?" , "Scotsman" , "Scot" .)