Since the introduction of the European General Data Protection Regulation (GDPR) and the California Consumer Privacy Act (CCPA), software developers increasingly have to make privacy-related decisions during system design and implementation. However, past research showed that they often lack legal expertise and struggle with privacy-compliant development. To shed light on how effective current information sources are in supporting them with privacy-sensitive implementation, we conducted a qualitative study with 30 developers. Participants were presented with a privacy-sensitive scenario and asked to identify privacy issues and suggest measures using their knowledge, online resources, and an AI assistant. We observed developers' decision-making in think-aloud sessions and discussed it in follow-up interviews. We found that participants struggled with all three sources: personal knowledge was insufficient, web content was often too complex, and while AI assistants provided clear and user-tailored responses, they lacked contextual relevance and failed to identify scenario-specific issues. Our study highlights major shortcomings in existing support for privacy-related development tasks. Based on our findings, we discuss the need for more accessible, understandable, and actionable privacy resources for developers.