Having said that, the horse gets in a muddle (4,5)

I believe the answer is:

then again

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'having said' is the definition.
I can't tell whether this defines the answer.

'the horse gets in a muddle' is the wordplay.
'horse' becomes 'nag' (term for an old horse).
'gets' means one lot of letters goes inside another.
'muddle' indicates an anagram.
'in'+'a'='ina'
'ina' with letters rearranged gives 'ain'.
'nag' placed into 'ain' is 'nagain'.
'the'+'nagain'='THEN AGAIN'

'that' acts as a link.

Can you help me to learn more?

(Other definitions for then again that I've seen before include "still" , "From another point of view" , "however" .)

I've seen this clue in The Daily Express.

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