At first try the suggestions shared by Ankesh_49.
Do the below only if you are not able to capture the Ui element.
- The value of the first option can be seen in the red marked below (Empty). Its option value is 0 as seen in the <option> tag below.

- Use "Run javascript function on webpage" action
- For example if your html tags are as below
<select id="leaveCode" name="leaveCodeName">
<option value="0">(Empty)</option>
<option value="1">Medical Leave</option>
<option value="2">Long Service</option>
<option value="3">Leave Without Pay</option>
</select>
- Inside that action write...
function ExecuteScript()
{
document.getElementById('leaveCode').value = 0;
}
In your case it will be
document.getElementById('Site').value = 0;
In the above line also try using 0 within double quotes like "0"