The most common and most likely answer to this crossword clue is the 5 plus 4 letter word BANDA ACEH
B
A
N
D
A
A
C
E
H
Buddy explains!
The straight part
We know that "Southeast Asian city" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case southeast asian city = banda aceh.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.