Sovereign state of Georgia supporting great weight (5)
I believe the answer is:
tonga
'sovereign state' is the definition.
'georgia supporting great weight' is the wordplay.
'georgia' becomes 'ga'.
'supporting' means one lot of letters go next to another (in a down clue, some letters go below others).
'great weight' becomes 'ton'.
'ga' after 'ton' is 'TONGA'.
'of' is the link.
(Other definitions for tonga that I've seen before include "Pacific island kingdom" , "Pacific Ocean kingdom" , "Polynesian island" , "Islands once ruled by Queen Salote" , "Pacific Ocean monarchy" .)