Informed, we think wrongly, about the no entry (2,3,4)

I believe the answer is:

in the know

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'informed' is the definition.
(I've seen this before)

I cannot understand how the remainder of the clue works.

(Other definitions for in the know that I've seen before include "Privy to special information" , "Aware" , "Having been informed" , "Informally, having inside information" , "well-informed" .)

I've seen this clue in the Evening Standard.

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