Fly from Africa, having set out twice (6)
I believe the answer is:
tsetse
'fly' is the definition.
(I know that tsetse fly is a type of fly)
'africa having set out twice' is the wordplay.
'africa' becomes 't' (I can't explain this - if you can you should give a lot more credence to this answer).
'having' is a charade indicator (letters next to each other).
'out' means to remove the last letter.
'twice' says to double the letters.
'set' with its last letter taken off is 'se'.
't'+'se'='tse'
'tse' duplicated is 'TSETSE'.
'from' is the link.
Can you help me to learn more?
(Other definitions for tsetse that I've seen before include "cause of sleepiness?" , "bloodsucker" , "source of sleeping sickness" , "Disease-carrying fly" , "fly across Africa" .)