Across:
1 Missing (LOST) individuals (ones = ONE’S) from 30 across (“nerve” = NERVE) (LOST ONE’S NERVE) ran away when faced with danger (LOST ONE’S NERVE),
10 Turns up (= reversal indicator), wise men (Magi = -IGAM-) in Rio (Rio = OR-I) built (= anagram indicator) (ORIGAMI) something that looks good on paper in Far East (ORIGAMI),
11 New (= anagram indicator) album (album = LUMBA-) by legend (‘leg’ end = -G -) is over the top (‘over’ the top = -O) (LUMBAGO) and a pain in the rear (LUMBAGO),
12 Fit as a fiddle (TRIM) in Meath (TRIM),
13 Say hello (-HI-) to redhead (‘red’ head = -R-) in street (St = S-T) (SHIRT) from Jersey (jersey = SHIRT),
15 Plays around with words (PUN-) near Turkish capital (‘Turkish’ capital = -T) (PUNT) – the old capital (old capital/money = PUNT),
17 Auden left unsteady (‘Auden’ left ‘unsteady’ sty = STY), messy place (STY),
19 Fragment of Thomas Aquinas’s autobiography (fragment of ‘Thomas Aquinass autobiography’ = NASSAU) is found in The Bahamas (NASSAU),
21 36 across from the start is similar (‘lost in thought’ = ‘lost’ is similar to ‘BEATEN) to Pulse, (pulse = BEAT-) to be fairly (half of) frank (open) (half of “open” = -EN) (BEATEN),
22 Snaky type (ASP-) gets to pull the plug (-HALT) (ASPHALT) on that lot from The Street (ASPHALT tar),
23 Compassionate (HUMANE) old philosopher (David Hume = HUM-E) welcomes article (-AN-) (HUMANE),
25 Races (TRIBES) in lane coming out of East Berlin (‘lane’ coming out of ‘East Berlin’ = estbri = TRIBES),
27 Cover up vulnerable area (cover up ‘vulnerable area’ = LEA) of pasture (LEA),
29 Strongly recommend (URGE) taking head off (s) growth (‘surge’ without ‘s’ = URGE),
30 Strength of character (NERVE) is never (never = NERVE) wrong (= anagram indicator),
31 Heading off (m) on hike (‘march’ without ‘m’ = ARCH) with one of them on foot (ARCH),
34 American shindig (HOEDOWN) to weed out (HOE-) the Blues (-DOWN) (HOEDOWN),
35 Type of chemical (THINNER) intern (intern = T-INNER) working (= anagram indicator) around hospital (-H) (THINNER),
36 Excuse from man of letters (LOST IN TRANSIT) why the post didn’t materialise (LOST IN TRANSIT).
Down:
2 Roots (ORIGINS) of old (O-) revolutionary (= anagram indicator) Rising (rising = -RIGINS) (ORIGINS),
3 Clear the air without Charlie (‘clear the air’ without ‘Charlie’ = etar = TEAR) – RIP (rip/slash = TEAR),
4 Tom left something (‘Tom’ left ‘something’ = sehing = NEIGHS) to be picked up (heard) coming out of The Bay (NEIGHS heard coming out of the bay/horse),
5 Pay (SALARY) for Express (SA-Y) covering link (-L-) to a (-A-) royal (-R-) (SALARY),
6 Some shady sources (ELMS) for the foreign (the = EL-) manuscript (-MS) (ELMS),
7 Six (VI-) leading actors (leading ‘actors’ = -A-) from The Tube (tube/channel = -DUCT) (VIADUCT) produced The Bridge (VIADUCT),
8 Can’t be found (LOST IN THOUGHT) wool gathering (wool-gathering = LOST IN THOUGHT),
9 Came out of casino – smashed (LOST ONE’S SHIRT) and confused (LOST) with nose (nose = ONE’S) broken (= anagram indicator) by 13 across (“shirt” = SHIRT) (LOST ONE’S SHIRT),
14 His (his) heart (i) (‘his’ heart = I-) attack – the second (‘attack’ – the second = -T-) made (= anagram indicator) Reich (Reich = -CHIER) (ITCHIER) more restless (ITCHIER),
16 Two of my parents’ parents (nans) overheard (= homophone indicator) (“nans” = “NAANS”) from abroad – they’re on the breadline (NAANS),
18 Back in (RETRO) reading (from the 3Rs = R-) station (RTE = -ETR-) rejecting (= reversal indicator) nothing (-O) (RETRO),
20 Take advantage of (USE) characters in museum (characters in ‘museum’ = USE),
21 Alberta has no area (‘Alberta’ has no ‘area’ = lbt = BLT) for those who like to eat a sandwich (BLT),
24 Chinese chairman (MA-O) gets hold of head gasket (head ‘gasket’ = -G-) to bring home (-NET-) (MAGNETO) for small electric generator (MAGNETO),
26 Upsets (= reversal indicator) man from capital (Dub = BU-D-) taking in marathon (-RUN-) on island (-I) (BURUNDI) in Africa (BURUNDI),
27 Derive support from (LEAN ON) Noel (Noel = LE- ON) going back (= reversal indicator) over article (-AN) (LEAN ON),
28 A (A-) tax (-VAT- tax) on artist (RA = -AR) retiring (= reversal indicator) (AVATAR) as virtual icon (AVATAR),
32 Missed (LOST) by all sides today (LOST on four sides of today’s grid),
33 Showing WHO is missing (‘showing’ without ‘who’ = sing = SIGN) evidence (SIGN).