Place it at the end of a confusing exchange, after the strange claim has landed, so it closes the scene. Pair it first with a Ceeday Huh clip for the double take, then follow with a No No Wait Wait clip if the speaker tries to explain again.
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This short voice clip says 'yeah, I'm confused, for sure' and runs for about 2.8 seconds. The feeling is plain bewilderment, funny because the speaker states confusion so directly instead of trying to work it out. It captures that moment when an explanation has gone past you and the only honest reply is to admit it.