The most common and most likely answer to this crossword clue is the 3 plus 3 plus 9 letter word THE LOW COUNTRIES
I've seen this crossword clue in The Times
T
H
E
L
O
W
C
O
U
N
T
R
I
E
S
More clues leading to the result THE LOW COUNTRIES
Buddy explains!
The straight part
We know that "Part of Europe" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case part of europe = the low countries.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.