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A bridge too far means that a particular goal or objective is beyond reach or unachievable.
A threatened blow is seldom given means that people who make threats rarely follow through with them. It suggests that blustering and making idle threats is usually a sign of weakness and lack of confidence.
Don't sell the bear's skin before you've caught it means it is not wise to make assumptions or plans based on something that has not yet happened or been achieved. It is better to wait until you have achieved your goal before celebrating or making any decisions based on it.
Hoist with your own petard means to be harmed or defeated by one's own plan or actions.
There is more than one way to kill a cat means that there are many ways to achieve a particular goal or approach a particular situation.
