According to my commentary, this expression means ‘to be persuaded’. I tried to find it in dictionaries and I have not.
It’s just an extended use of ἔχω – “when comrades in arms each hold in themselves [the notion] that unless everyone exerts himself nothing that needs to happen will happen, then they’ll achieve many splendid things”
“. . . hold in themselves [the notion that] . . .” is equivalent to “believe” or “are persuaded that”.
See LSJ ἔχω A.I.8, “Habits, States, or Conditions, bodily or mental”.
great