State of bird having swallowed stone sadly (9)
I believe the answer is:
minnesota
'state' is the definition.
(I know that Minnesota is an American state)
'bird having swallowed stone sadly' is the wordplay.
'bird' becomes 'mina' (mina is a kind of bird).
'having swallowed' is an insertion indicator.
'sadly' is an anagram indicator.
'stone' is an anagram of 'nesot'.
'mina' placed around 'nesot' is 'MINNESOTA'.
'of' is the link.
(Other definitions for minnesota that I've seen before include "Superior neighbour" , "source of iron ore" , "American state, capital St Paul" , "US state -. of Iowa" , "Wobegon state (Keillor)" .)