Hornby's construction system missing no place in Saudi Arabia (5)
I believe the answer is:
mecca
'place in saudi arabia' is the definition.
(Mecca is a Saudi Arabian city)
'hornby's construction system missing no' is the wordplay.
'hornby's construction system' becomes 'Meccano' (Meccano is a construction set made by Hornby).
'missing' is a deletion indicator.
'meccano' with 'no' taken out is 'MECCA'.
(Other definitions for mecca that I've seen before include "Islam's holiest city" , "Holy place of Islam" , "Pilgrimage site" , "Tourist magnet" , "Islamic holy city" .)