Remember inconclusive direction, one in a Shakespeare play (4,2,4)
I believe the answer is:
bear in mind
'remember' is the definition.
(to bear something in mind is to remember it)
'inconclusive direction one in a shakespeare play' is the wordplay.
'inconclusive' means to remove the last letter.
'direction' becomes 'bearing' (bearing is a kind of direction).
'one in a shakespeare play' becomes 'mind' (I am not sure about this - if you are sure you should believe this answer much more).
'bearing' with its last letter removed is 'bearin'.
'bearin'+'mind'='BEAR IN MIND'
Can you help me to learn more?
(Other definitions for bear in mind that I've seen before include "Take into consideration" , "Consider" , "what big game hunter may have" , "Remember and take into account" .)