Be wrong working mine having no Thatcher OK? (4,7,5,6)

I believe the answer is:

have another think coming

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'be wrong working mine having no thatcher ok?' is the definition.
I can't judge whether this defines the answer.

'working mine having no thatcher ok?' is the wordplay.
'working' indicates an anagram.
'mine'+'having'+'no'+'thatcher'+'ok'='minehavingnothatcherok'
'minehavingnothatcherok' anagrammed gives 'HAVE ANOTHER THINK COMING'.

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(Another definition for have another think coming that I've seen is " Be wrong in opinions (as to future events)".)

I've seen this clue in The Times.

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