Well if there is a threat of legal action, even if a formal letter putting us on notice hadn't been received, the advice would most likely be to not say anything publicly.
The fact (if of course it it a fact and not just another rumour) that Forest are still "considering' legal action still makes it sound like they are stringing things out. The illegal approach would be dealt with via the PL disciplinary process if I understand correctly, whereas breach of confidentiality would probably be a civil court case, would take a lot longer and (and again, I think) Forest would have to prove they had suffered some damage from the breach. They could perhaps argue that they would have expected to receive more than the £60M if the release clause was unknown (I saw that City had bid more) - but then what is the point of the release clause? They could argue that due to the breach they are losing a valuable player - but there will be evidence that MGW has declined to sign a new contract, so they would risk losing him for a lot less were he to run his contract down.
Gut feeling is this will all go through. There won't be any legal action over the confidentiality breach, but Forest may go ahead with making a claim for an illegal approach but they'd need evidence of what we asked CAA about MGW. Up to the PL then to judge.
Or they want to force is to the table to come to a 'settlement ' to make it all go away - i.e. to pay a figure higher than the £60M release clause.