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My question also includes the first time Voldemort went after the Potters and they were being given protection by the Order. And then years later, he returns to chase after Harry after being defeated by him. Did they secretly believe that he was the Chosen One, even though they didn't have confirmation?

I don't see how the entire Order risked their lives to protect Harry if they didn't believe he would finish Voldemort off eventually, especially during the battle of the seven Potters, where Harry's life was given more importance over the rest of the Order. Would they have collectively risked Harry's life for the sake of another member? (even though Harry would readily have, the Order would not have collectively planned and organised such a scheme)

Of course the Order would have protected anybody Voldemort was after, but would they be treated preferentially, and protected at the cost of other lives, unless it was known that they would finish off Voldemort?

Also, why did nobody wonder or question Dumbledore on why Voldemort was chasing after Harry, or what the prophecy contained?

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    One doesn't simply question Dumbledore – er-han Jul 27 '17 at 11:27
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    Even without any prophecy... as of HBP, Voldemort had already hunted down Harry or lured him into traps three times, and twice in an incredibly convoluted and hard-to-organise way. That gives a pretty solid backing to anything Dumbledore says as to Harry being a particularly important target that Voldemort should by all means be prevented from knocking out. – leftaroundabout Jul 27 '17 at 15:38
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They weren't certain of Voldemort's reasons but they trusted Dumbledore.

Blind trust in Dumbledore is pretty much a pre-requesite for membership of the Order of the Phoenix. We know that Dumbledore didn't tell the Order any details about the prophecy. He merely told Order members to trust Harry and protect him at all costs.

Over Hermione's shoulder Harry saw [Kingsley] raise his wand and point it at Lupin's chest.
"The last words Albus Dumbledore spoke to the pair of us?"
"'Harry is the best hope we have. Trust him,'" said Lupin calmly.
(Deathly Hallows, Chapter 5, Fallen Warrior).

For Order members like Kingsley and Lupin Dumbledore's word was all they needed.

Nevertheless, Order members - like everyone else - could read the press speculation that was appearing in the papers on a daily basis.

The nature of that prophecy is unknown, although speculation is rife that it concerns Harry Potter, the only person ever to have survived the Killing Curse, and who is also known to have been at the Ministry on the night in question. Some are going so far as to call Potter the 'Chosen One', believing that the prophecy names him as the only one who will be able to rid us of He Who Must Not Be Named.
(Half-Blood Prince, Chapter 3, Will and Won't).

So, although Dumbledore never revealed the prophecy to them, they could form educated guesses as to how important Harry was in the scheme of things.

"And now, Harry, on a closely related subject...I gather that you have been taking the Daily Prophet over the last two weeks?"
"Yes," said Harry, and his heart beat a little faster.
"Then you will have seen that there have been not so much leaks, as floods, coconcerning your adventure in the Hall of Prophecy?"
"Yes," said Harry again. "And now everyone knows that I'm the one-"
"No, they do not," interrupted Dumbledore. "There are only two people in the whole world who know the full contents of the prophecy made about you and Lord Voldemort, and they are both standing in this smelly, spidery broom shed. It is true, however, that many have guessed, correctly, that Voldemort sent his Death Eaters to steal a prophecy, and that the prophecy concerned you."
(Half-Blood Prince, Chapter 4, Horace Slughorn).

The other Order members didn't know the full truth about Harry but they guessed the broad details from the Daily Prophet. And they trusted Dumbledore's instructions anyway so they protected Harry even without hearing the full prophecy.

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    I'm not really sure why you are giving us secondary sources, when you could just tell us yourself what you knew. – T.E.D. Jul 27 '17 at 18:16
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    @T.E.D. Because he doesn't know the whole story. The last quote explicitly states as much. (Besides, if he knew what was in the prophecy, he wouldn't have risked sending his minions to steal it. They may be expendable, but they're hardly limitless.) – Ray Jul 27 '17 at 21:52
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    @Ray Pretty sure that was a joke about how the author is "The Dark Lord" and He Who Must Not Be Named could just tell us himself. – Thunderforge Jul 28 '17 at 3:27
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    @Thunderforge Yes, I know. My response was in same spirit as T.E.D.'s. – Ray Jul 31 '17 at 20:30
  • 'We know that Dumbledore didn't tell the Order any details about the prophecy.' But then again..he didn't tell people full details in general no matter what the reason or significance. Often enough anyway. Whether they were in the Order or otherwise - even Harry himself. But that's just an aside admittedly. – Pryftan Apr 28 '18 at 2:23
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I guess nearly nobody cared much about chosen ones when Voldemort got after the Potters first. The Prophecy mentioned that the Chosen One would be born to parents who escaped Voldemort three times and the books mention that this made Neville also a possible Chosen One. That looks like Voldemort trying to kill somebody from the Order was a usual thing, I doubt anybody suspected anything. At this point, Harry was special because he survived the killing curse, not because someone thought of him as a chosen one.

Many Death Eaters and ordinary wizards believed Voldemort's time to be over, so there was no need to think about a chosen. Dumbledore initially gave Harry's parents protection because Snape requested so when he told him about Voldemort's interpretation off the prophecy.

Before the Battle of the Ministry, the Order would have some reasons (beside loyalty to Dumbledore or Harry's Parents) to protect Harry:

  • Harry was a valuable propaganda tool, he was "the Boy who lived" and thus a living Symbol that Voldemort wasn't invincible and all-powerful. Should an all-out war break out, having him alive and supporting their cause was valuable, that's why Scrimgeour tried to bring Harry to cooperation in Deadly Hallows.
  • He showed some skills in his early years at Hogwarts. He saved the Philosophers Stone, ended the danger from the Chamber of Secrets, saved a member of the Order, won the Triwizard Tournament against older Students and survived Voldemorts resurrection. Yes, he had help with most of that, but it showed nonetheless that he had some talent for dealing with difficulties and dark magic, something you don't want to waste in a war against Voldemort. A relatively small Group in a war would want to have skilled allies, and Harry showed great promise to become such an ally.
  • He was a target for Voldemort. That was at a time when nobody believed Voldemort was back, so knowing a target he would attack, and protecting that target, could serve to force Voldemort out in the open (as it happened in the Ministry) and thus alert the wizarding community to his renewed presence.
  • Some Order Members owed something to Harry. Harry had helped Hagrid (for example with his dragon baby or with Buckbeak), Moody (he uncovered Crouch), Sirius (proving him innocent), Fleur (her sister would not have died in the lake, but she was still very thankful) and the Weasleys (he saved Arthur by telling others of Nagini's attack). Keeping Harry as safe as they could was their way of paying that debt back.
  • While I don't agree with the Dark Lords wording that "[b]lind trust in Dumbledore is pretty much a prerequisite for membership of the Order of the Phoenix", it's members definitely had great respect both for Dumbledore and his plans.

In the following years, more reasons to protect Harry emerged:

  • The Order knew that there was a prophecy regarding Harry and Voldemort. They did not know the exact details, but it was a fair guess that Voldemort somehow feared Harry and this prophecy.
  • Harry was somewhat involved in Dumbledore's plans, he has been on a mission with him just prior to the Battle of the Astronomy Tower and he has been given special lessons by Dumbledore. Harry knew something about Voldemort and the way to destroy him that other members didn't, but that knowledge could only be put to use if Harry survived.
  • Thanks. Your answer has some good points. I wonder if the Order knew that Dumbledore was giving Harry private lessons though. I do agree with the Dark Lord's view that "blind trust in Dumbledore is pretty much a prerequisite for membership of the Order of the Phoenix", because the man was very secretive. It was impossible to have carried out his orders without expecting explanations if you didn't trust him blindly. – Anya Mae Jul 28 '17 at 4:29
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    @Alex Lupin says that he knew Dumbledore entrusted the trio with a task (though he didn't know what that task was). He may have got that from Ron's Mum or he may have got it from Dumbledore. – The Dark Lord Jul 28 '17 at 5:38
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The Dark Lord gave a great answer about what speculation people might have concerning the prophecy. Let me add a more basic answer from a different angle.

Harry Potter was The Boy Who Lived.

I find it likely that above their speculations about a prophecy, and perhaps even above their trust in Dumbledore, the Order never totally lost the reverence they had for The Boy Who Lived. Remember how Harry was celebrated in book 1? That was because he did something impossible against an invincible enemy - he somehow survived the killing curse and beat back Voldemort as a mere infant. Even though Voldemort later came back, Harry was still around and the Order knew that time and time again he escaped the clutches of The Dark Lord. They may or may not consciously believe that he has some sort of destiny to defeat Voldemort, but he is an ensign of the resistance against dark forces. He is living proof that you can stand against Voldemort and live. I think that is reason enough to focus so much on keeping him alive. He gave them hope.

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Dumbledore does know the prophesy though, it was related to him directly by the prophetess and he's the head of the Order, what reason is there to think that the Order don't know it too? Even if they don't the Potter family are members in good standing of the Order and Harry in particular was responsible for the downfall of Voldemort's previous incarnation, either of which is a very good reason to hunt him.

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