Unending elegy I composed in Belgian city (5)
I believe the answer is:
liege
'belgian city' is the definition.
(I've seen this before)
'unending elegy i composed' is the wordplay.
'unending' means to remove the last letter (the word doesn't have its end letter).
'composed' is an anagram indicator.
'elegy' with its final letter taken off is 'eleg'.
'eleg'+'i'='elegi'
'elegi' is an anagram of 'LIEGE'.
'in' acts as a link.
(Other definitions for liege that I've seen before include "Loyal vassal" , "Belgian province" , "City in eastern Belgium" , "European city" , "Large Belgian city" .)