Shoot gangster, heading west in capital (2,3)
I believe the answer is:
la paz
'capital' is the definition.
(de facto Bolivian capital)
'shoot gangster heading west' is the wordplay.
'shoot' becomes 'zap' (I've seen this before).
'gangster' becomes 'al' (Al Capone).
'heading west' says the letters should be written in reverse.
'zap'+'al'='zapal'
'zapal' backwards is 'LA PAZ'.
'in' acts as a link.
(Other definitions for la paz that I've seen before include "Highest capital city in South America" , "Bolivia's capital" , "'Bolivian capital (2,3)'" , "Bolivian city at 12,000ft" , "South American capital" .)