Possible Clues:

• A comedian working in The Balkans
• Alexander's home
• Its capital is Skopje
• Skopje is its capital
• European state’s obsession involving church function
• Landlocked European country
• Country club joined by academic, international ace
• Academic came unstuck preceding very good turn in the country
• Country professor on staff gets first-class write-up
• Ancient country at the northern end of the Greek peninsula