Put it right after the confusing statement as the reaction beat in your edit, then follow it with Ceeday Huh for a second confused take, or open the next segment with Sudden Suspense when the reveal needs extra weight.
Über diesen Sound
This is a one-second voice clip of someone asking 'They enter what, bubba?' in a puzzled, caught-off-guard tone. It lands as pure confusion, the kind of baffled reaction you feel when a sentence makes no sense and you need the other person to run it back and explain what they actually meant.