When shot, do they lie down? That's confirmed (4-2-3-4)
I believe the answer is:
dyed-in-the-wool
'confirmed' is the definition.
(thesaurus)
'when shot do they lie down?' is the wordplay.
'when shot' indicates anagramming the letters (letters shot or scattered).
'do'+'they'+'lie'+'down'='dotheyliedown'
'dotheyliedown' is an anagram of 'DYED-IN-THE-WOOL'.
'that's' acts as a link.
(Other definitions for dyed-in-the-wool that I've seen before include "(Overly) traditional" , "Inveterate - they do lie down (anag)" , "Extreme or unchanging in attitude" , "Fixed in one's opinions or attitudes" , "Retain" .)