Possible Clues:

• Zagreb site
• State thanks soldiers from the East infiltrating spies
• Zagreb's place
• Country bordering home of 25-Across
• Split country?
• U.N. member whose capital comes last alphabetically
• Split personality discovered here?
• Spies gathering nothing in desert country
• Viewed from South Island, a killer whale finds land
• Country where actor fails — rival oddly failing to follow