Possible Clues:

• Caledonian will be put out by this cost
• About a little tea, his cost worries hime if he's like this
• Caledonian novelist is hard on pencils
• Macbeth at psychologist: go back out, shattered
• Royal meeting leaderless immigrant finally changed his nationality
• Sort of play that dare not speak its name
• Like bagpipes
• This cast no blight on semi-conventional party
• Form of Scotch some prefer, habitually drunk around clubs
• A 26 almost lost it badly, having said 2 22