Setback incomplete for Queen and Country (5)
I believe the answer is:
niger
'country' is the definition.
(African country)
'setback incomplete for queen' is the wordplay.
'setback' says the letters should be written in reverse.
'incomplete for' becomes 'gin' (I can't explain this - if you can you should give a lot more credence to this answer).
'queen' becomes 'ER' (abbreviation for Elizabeth Regina).
'gin' reversed gives 'nig'.
'nig'+'er'='NIGER'
'and' is the link.
Can you help me to learn more?
(Other definitions for niger that I've seen before include "Land-locked country and river of W Africa" , "West African country, capital Niamey" , "African river flowing into the South Atlantic" , "African state and river" , "Part of Africa" .)