Possible Clues:

• Kingdom suffering under leader of Socialists
• Belgian town in European country (not Belgium)
• Western European country that the ice dancer Olivia Smart competes for
• It's healthy in there for the agony of the South
• Dali's country
• Father is in the wrong country
• It's agony at last for Father to be in the wrong
• Turn around a country
• Maybe his panic ends in agony there
• Juan Carlos' kingdom