Welshman with wife visiting auction in part of Yorkshire (9)
I believe the answer is:
swaledale
'part of yorkshire' is the definition.
(one of the Yorkshire Dales)
'welshman with wife visiting auction in' is the wordplay.
'welshman' becomes 'aled' (I've seen this in other clues).
'with' means one lot of letters go next to another.
'wife visiting' becomes 'w' (I can't justify this - if you can you should give a lot more credence to this answer).
'auction' becomes 'sale' (I've seen this in other clues).
'in' indicates putting letters inside.
'aled' put after 'w' is 'waled'.
'waled' placed within 'sale' is 'SWALEDALE'.
(Other definitions for swaledale that I've seen before include "Yorkshire valley - breed of sheep" , "Sheep breed; Yorks. valley" .)