If you are applying for an Chevening Award from an ODA-eligible country, you must be resident in an ODA-eligible country. This does not have to be the country of citizenship,  but you must demonstrate a clear intention to support your country of award.

For example, you could apply for a Chevening Scholarship as an Egyptian citizen while living in Algeria (an ODA-eligible country), but you would be expected to go back to Egypt at the end of your award.

You could not apply for a Chevening Scholarship as an Egyptian citizen while living in the USA because the USA is not an ODA-eligible country.

If you are not resident in your country of award at the time of application, you will be expected to provide details explaining your circumstances as part of your application.