I was reading through The Hunger Games (again…) when I came across this passage (Chapter 16, pg. 212). Katniss and Rue are talking about using a mockingjay call to stop work in District 11:
"And the mockingjays spread it around the orchard. That’s how everyone knows to knock off," she continues. "They can be dangerous though, if you get too near their nests. But you can’t blame them for that.”
And I realized Suzanne Collins dropped a huge hint there. Mockingjays are more than just song birds. They are fierce protectors of their nests, their homes.
At the end of Mockingjay, when they are sitting around the table deciding whether or not to continue the games. Katniss says yes, “for Prim.” Katniss is back in mockingjay mode here. She’s dangerous, she tried to protect her nest, and when she couldn’t she was more dangerous. Haymitch catches on. I really think Haymitch did have a strong idea what Katniss was up to. They understood each other on a different level. So when he says, “I’m with the Mockingjay”, I think he knew she was not out for revenge of the Capitol, but of Coin. He knew about mockingjays. Coin, obviously, didn’t.