Having private information? No we think otherwise (2,3,4)
I believe the answer is:
in the know
'having private information?' is the definition.
I know nothing about this answer so I can't judge whether it can be defined by this definition.
'no we think otherwise' is the wordplay.
'otherwise' is an anagram indicator.
'no'+'we'+'think'='nowethink'
'nowethink' with letters rearranged gives 'IN THE KNOW'.
Can you help me to learn more?
(Other definitions for in the know that I've seen before include "Informally, having inside information" , "well-informed" , "Privy to special information" , "Aware" , "Possessing private information" .)