Set off and left after the other three, we're told (4,5)
I believe the answer is:
went forth
'the other three we're told' is the definition.
I can't tell whether this defines the answer.
'set off and left' is the wordplay.
'set off' becomes 'forth' (I am not sure about this - if you are sure you should believe this answer much more).
'and' is a charade indicator (letters next to each other).
'left' becomes 'went' (left can mean went away).
'forth' put after 'went' is 'WENT FORTH'.
'after' is the link.
Can you help me to learn more?
(Other definitions for went forth that I've seen before include "Departed (arch)" , "Left home, often to do battle" .)