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King, to be beheaded, takes sanctuary somewhere near Wembley (9)

Ross

I believe the answer is:

harlesden

'somewhere near wembley' is the definition.
(area of London)

'king to be beheaded takes sanctuary' is the wordplay.
'king' becomes 'charles' (I've seen this before).
'to be beheaded' means to remove the first letter (the head of the word is removed).
'takes sanctuary' becomes 'den' (I can't explain this - if you can you should give a lot more credence to this answer).
'charles' with its first letter removed is 'harles'.
'harles'+'den'='HARLESDEN'

I've seen this clue in The Guardian.
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