Agent of change given role encompassing country short of capital (8)
I believe the answer is:
catalyst
'agent of change' is the definition.
(I've seen this before)
'encompassing country short of capital' is the wordplay.
'encompassing' means one lot of letters goes inside another.
'country' becomes 'italy' (Italy is an example).
'short' means to remove the first letter.
'of capital' becomes 'cast' (I can't explain this - if you can you should believe this answer much more).
'italy' with its first letter taken away is 'taly'.
'taly' placed into 'cast' is 'CATALYST'.
'given role' is the link.
I am not very happy about this link. Some or all of it may be part of another bit of the clue.
(Other definitions for catalyst that I've seen before include "Thing that causes a change" , "Person or thing that precipitates change" , "accelerator" , "It causes chemical change" , "Chem. reaction enhancer" .)