I thought it was as well but once you start to understand the relationship it becomes quite easy. It is the context and subject (singular vs plural) that will help you determine these. If 'hebben' follows Zij would be plural and thus be 'they'. If would see "Heb zij' heb being used for singular, then you would know 'zij' would be 'she' as in "Does she have..." versus "Hebben zij" (Do they have).
You will also find there are many words in the Dutch language that can be confusing, such as weer & staat.
I hope this helps.
In English "I have [person]'s number" can mean that you see through them; is it the same in Dutch?