Some Embassy baggage returned in Gulf (5)
I believe the answer is:
abyss
'gulf' is the definition.
(thesaurus)
'some embassy baggage returned' is the wordplay.
'some' indicates the answer is hidden within the clue (some of the parts of the word are used).
'returned' is a reversal indicator.
'ssyba' is hidden within 'embassy baggage'.
'ssyba' backwards is 'ABYSS'.
'in' is the link.
(Other definitions for abyss that I've seen before include "crevasse" , "Deep gulf" , "Fathomless pit" , "canyon?" , "Hell; hole" .)