Demanding situation — in change, Lille regularly visited (9)
I believe the answer is:
challenge
'demanding situation' is the definition.
'challenge' can be an answer for 'situation' (challenge is a kind of situation). I'm not certain of the 'demanding' bit.
'in change lille regularly visited' is the wordplay.
'in' indicates putting letters inside.
'regularly visited' means one should take alternating letters (letters are taken at regular intervals).
The alternating letters of 'lille' are 'lle'.
'change' enclosing 'lle' is 'CHALLENGE'.
Can you help me to learn more?
(Other definitions for challenge that I've seen before include "Ask for identification" , "Dare - raise an objection" , "Dispute (a statement)" , "difficult feat" , "problem" .)