(Ross) 'when we hold rumour from what we fear, yet know not what we fear'
there is a subtle theme of ambiguity here, which also plays a big role in the play - deception and masking the truth.
Macduff states "we believe in frightening rumours but we don't even know what we're afraid of" which you can relate to the unnatural tone of this entire play. There is much that can be inferred from this, as it's meaning is reasonably widespread
He doesn't know what has caused Macbeth, a man who was once a hero, to become such a tyrant. He doesn't know the extent of Macbeth's crimes, or the people he has killed to become king. All he knows is that Macbeth is to be feared, but that they cannot say anything against him or fear death.