Possible Clues:

• Teaching establishment
• Place of specialised study or training
• Educational institute
• It's much thanked once a year
• School show doesn't start well!
• 'I'd like to thank the ___...'
• School day came unexpectedly
• Music school perhaps made changes in a city with no appeal
• School independent of an LEA
• and 6 Down: Oscar's a wag, holding a brief rally near 9