I reckon this is Hague even though William Hague was never actually P.M.
The only other seats of foreign government which would fit are Kabul and Vaduz, neither of which would make sense.
A sloppy clue in my opinion. The town is known as DEN HAAG or THE HAGUE, not just Hague. As novalis says, William Hague was never PM so the clue is inaccurate. I'd also tried Vaduz and Kabul, both of which would have made better solutions for this light.