She, in Lyon (4)
I believe the answer is:
elle
'she in lyon' is the definition.
(I've seen this in another clue)
This is all the clue.
(Other definitions for elle that I've seen before include "French word for 'she'" , "World's best-selling fashion magazine" , "Fashion magazine - the French "She"" , "Ms MacPherson, supermodel" , "Is she in France" .)