The most common and most likely answer to this crossword clue is the 8 letter word VALLETTA
I've seen this crossword clue in Financial Times
V
A
L
L
E
T
T
A
More clues leading to the result VALLETTA
- Butler’s conveying luggage at first: I’m grateful, that’s capital
- All for end in feud in Maltese capital
- Servant about 50 leads cheers in the capital
- Capital where servant gets to grips with Latin way to express gratitude
- All for end in blood-feud in island capital
- Butler's conveying luggage at first: I'm grateful, that's capital
- Thoroughly examine everyone entering/ turning up at European city
- Everyone will check out, back at the capital
Buddy explains!

The straight part
We know that "capital" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case capital = valletta.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.