Wayward shot piercing lion in part of Africa (7)
I believe the answer is:
lesotho
'part of africa' is the definition.
('Lesotho' is part of 'africa')
'wayward shot piercing lion' is the wordplay.
'wayward' indicates an anagram.
'piercing' is an insertion indicator (some letters pierce a hole in others).
'lion' becomes 'leo' (I have seen 'Zodiacal lion ' mean 'leo' so perhaps 'lion' could also mean 'leo').
'shot' anagrammed gives 'soth'.
'soth' inserted within 'leo' is 'LESOTHO'.
'in' acts as a link.
(Other definitions for lesotho that I've seen before include "Kingdom surrounded by South Africa" , "Country entirely within South Africa" , "Trickery" , "Independent kingdom, an enclave of South Africa" , "African country, formerly Basutoland" .)