Set to enter the head, south-east, and fly (6)
I believe the answer is:
tsetse
'fly' is the definition.
(biting fly found in tropical Africa)
'set to enter the head south-east' is the wordplay.
'set to' becomes 'set' (synonyms).
'enter' is an insertion indicator.
'head' says to take the initial letters.
'south east' becomes 'SE' (abbreviation).
The initial letter of 'the' is 't'.
't'+'se'='tse'
'set' inserted into 'tse' is 'TSETSE'.
'and' is the link.
(Other definitions for tsetse that I've seen before include "source of sleeping sickness" , "flies" , "cause of sleepiness?" , "African transmitter" , "carrier of disease" .)