Location of a film one’s shot (4,2,3)
I believe the answer is:
isle of man
'location' is the definition.
'a film one's shot' is the wordplay.
'shot' indicates anagramming the letters.
'a'+'film'+'ones'='afilmones'
'afilmones' is an anagram of 'ISLE OF MAN'.
'of' is the link.
(Other definitions for isle of man that I've seen before include "tax haven" , "Its capital is Douglas and its cats are tailless" , "British Crown possession" , "Its cats are said to be lacking tails" , "Land between England and Ireland" .)