Everything, say, European dictator initially claimed (7)
I believe the answer is:
alleged
'claimed' is the definition.
(thesaurus)
'everything say european dictator initially' is the wordplay.
'everything' becomes 'all' (I've seen this before).
'say' becomes 'eg'.
'initially' indicates taking the first letters.
The first letters of 'european dictator' is 'ed'.
'all'+'eg'+'ed'='ALLEGED'
(Other definitions for alleged that I've seen before include "Declared without being able to prove" , "Deal leg (anag.)" , "Doubtful; claimed" , "Purported" , "Accused, though without proof" .)