1 Dry lake messed up as a Lear (7)
ARAL SEA (“as a Lear”, messed up. The Aral Sea is a lake which is currently losing water — the Eastern Basin of the lake is drying up.)
2 Short Mervin found in summer vacation (4)
MERV (thanks, @NudgeNudge! It’s an ancient city in Turkmenistan, currently a UNESCO World Heritage Site.)
3 Probabilistic risk analysis conceals deep lake (6)
proBAbilistIc risK anALysis hides BAIKAL. Lake BAIKAL is one of the deepest lakes in the world.
4 Historic city confounds a sand mark (9)
SAMARKAND (thanks, @NudgeNudge! This is a historic city in Uzbekistan.)
5 Fantasy prince's body of water stirred as a pie scan (10)
CASPIAN SEA (thanks, @NudgeNudge! One of the largest most distinctive bodies of water in Central Asia.)
6 A sin reversed inside a Nissan (4)
NISA (“a sin”, reversed, it is inside NISsAn. Nisa, Turkmenistan is described as the first seat of central government of the Parthians).
7 Sulky ski confusing large lake (8)
ISSYK-KUL (“sulky ski”, confused. Issyk-Kul is the 10th largest lake by volume in the world.)
8 Historic city hidden in Innsbruck hair parlour (7)
innsBrUcK HAiR pArlour hides the historic city of BUKHARA, Uzbekistan.
9 B in a dream twisted mountainous lakes (9)
BAND-E-AMIR (B in a dream, twisted. Band-e-Amir, Afghanistan is a national park with 6 lakes in the mountains.)
10 Ski resort baffled shy UK lamb (9)
SHYMBULAK (shy UK lamb, baffled. Shymbulak is a ski resort in Kazakhstan.)
So as found by @NudgeNudge, we are in
Remote locations of Central Asia!