Heat olive oil in heavy large saucepan over medium-high heat. Add onion and chile. Saute until onion is soft, about 3 minutes.
Add white vinegar, corn syrup, water, lemon, horseradish, anchovies, garlic, salt, pepper, and cloves. Bring to boil. Reduce heat to medium-low. Simmer until reduced to 3 cups, stirring occasionally, about 40 minutes. Strain into non-aluminum container. Cover Worcestershire sauce and chill. (Can be made 1 week ahead. Keep chilled.)
Or process in boiling water bath 10 to 15 minutes.
Yield: 3 cups