Setting for 22 15's 9 has to be in a big city (5)
I believe the answer is:
lhasa
'setting for 22 15's 9' is the definition.
I can't tell whether this defines the answer.
'has to be in a big city' is the wordplay.
'to be in' means one lot of letters goes inside another.
'a big city' becomes 'la' (Los Angeles. I am not sure about the 'big' bit.**).
'has' put within 'la' is 'LHASA'.
Can you help me to learn more?
(Other definitions for lhasa that I've seen before include "The Forbidden City in Tibet" , "Asian capital" , "foreign capital" , "Tibetan dog breed" , "Luxembourg's a" .)