I usually just respond with "Hmmm, let me dig into that". That gives me time to do my research and get back to them. It also shows them that I'm actually looking into it, rather than that I forgot about the message.

When I have an issue that's blocking me, if I don't get a response from someone within 10 minutes I'll start reaching out to other people. If I know the first person is already looking into the issue I won't waste other peoples' time.