The lady of the lake? (9)
I believe the answer is:
constance
This clue is a double definition.
'the lady' is the first definition.
(woman's name)
'the lake?' is the second definition.
(Lake Constance is a lake in Europe)
'of' acts as a link.
(Other definitions for constance that I've seen before include "gave delight to Mellors" , "Lady < of the Lake" , "Lady Chatterley, for example" , "Girl" , "she has taken" .)