Duke insecure in market town (9)
I believe the answer is:
dunstable
'market town' is the definition.
(I know that Dunstable is a market town)
'duke insecure' is the wordplay.
'duke' becomes 'd' (abbreviation).
'insecure' becomes 'unstable' (I've seen this before).
'd'+'unstable'='DUNSTABLE'
'in' acts as a link.
(Other definitions for dunstable that I've seen before include "straw hat" , "Old English composer" , "Bedfordshire town" , "Beds town?" , "Trollope's heiress" .)