The most common and most likely answer to this crossword clue is the 3 letter word WYE
I've seen this crossword clue in Independent
W
Y
E
More clues leading to the result WYE
Buddy explains!

The straight part
We know that "It originates in Wales – yes, then heading for England" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case it originates in wales – yes, then heading for england = wye.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.
What does WYE mean?
WYE noun- The name of the Latin-script letter Y.
- A Y-shaped object: a wye level, wye-connected. Especially a Y-shaped connection of three sections of road or railroad track.
- A warrior or fighter.
- A hero; a man, person.