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They have no idea how close they came to being hurt.

In the sentence above, the noun clause 'how close they came to being hurt' directly follows a noun. Is this acting similarly to a 'that' clause when one functions as a noun complement (example below)?

They have no idea that they came close to being hurt.

Or is this an omission of the preposition 'about' (example below)? In that case, we could say that the embedded question is an object, forming a prepositional phrase that functions as an adjective phrase.

They have no idea about how close they came to being hurt.

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[1] They have no idea [(about) how close they came to being hurt].

[2] They have no idea [that they came close to being hurt].

These are different constructions with different meanings.

The bracketed element in [1] is a subordinate interrogative clause (embedded question) which reports the content of the question the answer to which they have no idea. The meaning is "They have no idea of/about the answer to the question 'How close did they come to being hurt?'"

The preposition "about" can be omitted, in which case the interrogative is a core complement of the verb, but an oblique complement when it is related via the preposition, i.e. the interrogative clause is complement of the preposition "about", not of the verb "have"

By contrast, the bracketed element in [2] is a declarative content clause functioning as complement of "idea". It simply gives the content of the idea.

Incidentally, I would advise you to drop the term 'noun clause'. These are not nouns. The classification of finite subordinate clauses is based on their internal form rather than spurious analogies with the parts of speech.

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