Setting story next to motorway underpass's opening (6)
I believe the answer is:
milieu
'setting' is the definition.
(I've seen this before)
'story next to motorway underpass's opening' is the wordplay.
'story' becomes 'lie' (story can mean a fabrication).
'next to' says to put letters next to each other.
'motorway' becomes 'MI' (resembles M1, English motorway).
'opening' indicates taking the first letters.
The initial letter of 'underpasss' is 'u'.
'lie' after 'mi' is 'milie'.
'milie'+'u'='MILIEU'
(Other definitions for milieu that I've seen before include "'Surroundings, setting (6)'" , "(Social) setting" , "Social environment or set of surroundings" , "Environmental condition, surrounding" , "Environment - setting" .)