Rude Romany is on the move? There's no chance of that! (2,4,6)
I believe the answer is:
in your dreams
Here is my best explanation:
'there's no chance of that' is the definition.
'rude romany is on the move?' is the subsidiary indication.
'on the move?' indicates an anagram.
'ruderomanyis' is an anagram of 'inyourdreams'.
(Other definitions for in your dreams that I've seen before include "No chance!" and "You wish!".)