Believer in Arizona sort that needs conversion (11)
I believe the answer is:
zoroastrian
'believer' is the definition.
(believer in Zoroastrianism)
'arizona sort that needs conversion' is the wordplay.
'that needs conversion' indicates anagramming the letters.
'arizona'+'sort'='arizonasort'
'arizonasort' anagrammed gives 'ZOROASTRIAN'.
'in' is the link.
(Other definitions for zoroastrian that I've seen before include "Follower of religion" , "following a dualistic religion" , "kind of religious believer" .)