Lion pierced by wayward shot in part of Africa (7)
I believe the answer is:
lesotho
'part of africa' is the definition.
(I know that Lesotho is part of Africa)
'lion pierced by wayward shot' is the wordplay.
'lion' becomes 'leo' ('lion' in Latin).
'pierced by' is an insertion indicator (some letters pierce a hole in others).
'wayward' indicates anagramming the letters (wayward means out of control or chaotic).
'shot' with letters rearranged gives 'soth'.
'leo' going around 'soth' is 'LESOTHO'.
'in' acts as a link.
(Other definitions for lesotho that I've seen before include "African territory" , "African country, formerly Basutoland" , "He loots (anag) -- southern African kingdom" , "Country, an enclave of South Africa, capital Maseru" , "Trickery" .)