Place this clip right after the confusing line in your edit, then follow it with Ceeday Huh for a second layer of confusion, or precede it with Sudden Suspense when a reveal is about to go completely over someone's head.
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This is a short voice clip, just over four seconds long, of someone saying 'Non ho capito' in Italian, which means 'I didn't understand.' The delivery sounds plainly baffled rather than angry, giving listeners that politely lost feeling you get when an explanation, instruction or joke has completely passed you by in conversation.