Could you say: "They hadn't yet an inkling..." Or would you have to say "The didn't yet have an inkling..."
Yeah, #2. This has less to do with the use of inkling and more to do with the fact that the way you are using hadn't in the first example gives have the meaning of possession rather than its use as the auxiliary verb and as a contraction, that just reads strangely in modern English.
The position of yet is also a problem but not an absolute one. "The didn't have an inkling yet ..." I know you're trying to be more poetic and interesting, but splitting infinitives can be tricky. Use the technique with care.
'They had not an inkling...' ...or 'they had had, had, had had no inkling.'...[of the mystery round the next corner.]
They hadn't yet an inkling, as they sat there deeply thinking, pondering, Musing, imagining; as no men had ever thought before... Your first line has a beauty @Rumwriter. Alas though—it's place would be in an homage to Poe.