We report on an ethnographic study with members of the climate movement in the United Kingdom (UK). We conducted participant observation and interviews at protests and in various activist settings. Reporting on the findings as they relate to information security, we show that members of the UK climate movement wrestled with (i) a fundamental tension between openness and secrecy; (ii) tensions between autonomy and collective interdependence in information-security decision-making; (iii) conflicting activist ideals that shape security discourses; and (iv) pressures from different social gazes -- from each other, from people outside the movement and from their adversaries. Overall, our findings shed light on the social complexities of information-security research in activist settings and provoke methodological questions about programmes that aim to design for activists.