  We report in this paper the ASCA discovery of the first radio-loud Active
Galactic Nucleus (AGN) covered by a Compton-thick X-ray absorber, in the
GigaHertz Peaked Spectrum (GPS) radio source OQ+208. It represents one of the
few available direct measurements of dense matter in the nuclear environment of
this class of sources, which may provide the confining medium to the
radio-emitting region if GPS sources are indeed "frustrated" classical radio
doubles. The perspective of future studies with XEUS are discussed.
