Redirect from “private” page and functions.php which tag add to add_action()?

The WordPress Global
You should try this:

    function redirect_private_content() {
    global $wp_query, $wpdb;
    if ( is_404() ) {
        $current_query = $wpdb->get_row($wp_query->request);
        if( 'private' == $current_query->post_status ) {
            wp_redirect( home_url("https://wordpress.stackexchange.com/") );
            exit;
        }
    }
}
add_action( 'template_redirect', 'redirect_private_content', 9 );