So in Rome I can embrace Romeo (4)
I believe the answer is:
ergo
'so in rome' is the definition.
('so' or 'therefore' in Latin)
'i can embrace romeo' is the wordplay.
'i' becomes 'ego' (I've seen this in other clues).
'can embrace' means one lot of letters goes inside another.
'romeo' becomes 'R' (phonetic alphabet: alpha, bravo, charlie etc.).
'ego' placed around 'r' is 'ERGO'.
(Other definitions for ergo that I've seen before include "Therefore (Latin)" , "as a consequence" , "Hence" , "so philosopher wrote in Latin" , "Consequently" .)