The river ends in a bay, here in Wales
I believe the answer is:
barry
'here in wales' is the definition.
The definition suggests an adjective which matches the answer.
'the river ends in a bay' is the wordplay.
'ends' suggests removing the centre.
'in' is an insertion indicator.
'river' with its centre taken out is 'rr'.
'rr' going within 'bay' is 'BARRY'.
Can you help me to learn more?
(Other definitions for barry that I've seen before include "South Wales town -- boy's name" , "-- Island, Welsh resort" .)