Tell story, say, about Belgian city (5)
I believe the answer is:
Here is my best explanation:
'belgian city' is the definition.
(I've seen this before)
'tell story say about' is the subsidiary indication.
'tell story' becomes 'lie'.
'say' becomes 'eg'.
'about' shows that the letters should be reversed in order.
'eg' back-to-front is 'ge'.
(Other definitions for liege that I've seen before include "Belgian city - master - servant", "feudal lord", "Loyal subject", "Chieftain", "A person holding land under feudalism", "Province of Belgium", "Owing feudal allegiance", "Belgian city or feudal chief", "Sort of lord" and "Vassal, subject".)