So in pain, laid up in a foreign capital (12)
I believe the answer is:
indianapolis
'foreign capital' is the definition.
'Indianapolis' can be an answer for 'capital' (state capital of Indiana). I'm unsure of the 'foreign' bit.
'so in pain laid up' is the wordplay.
'up' indicates anagramming the letters (letters get chucked up).
'so'+'in'+'pain'+'laid'='soinpainlaid'
'soinpainlaid' with letters rearranged gives 'INDIANAPOLIS'.
'in a' acts as a link.
Can you help me to learn more?
(Other definitions for indianapolis that I've seen before include "Capital of a Midwest US state" , "north American city" , "A US state capital, annual 500 race" , "US city famous for motor racing" .)