Small study about headless sheep in country (6)
I believe the answer is:
sweden
'country' is the definition.
(Sweden is an example)
'small study about headless sheep' is the wordplay.
'small' becomes 's' (abbreviation - e.g. clothes size).
'study' becomes 'den' (term for a study or office).
'about' means one lot of letters go next to another.
'headless' means to remove the first letter.
'sheep' becomes 'ewe' (a ewe is a female sheep).
'ewe' with its initial letter taken away is 'we'.
'den' put after 'we' is 'weden'.
's'+'weden'='SWEDEN'
'in' is the link.
(Other definitions for sweden that I've seen before include "We send to Scandinavian country" , "ditto" , "Its capital's Stockholm" , "northern kingdom" , "in E" .)