Communicating that there will be unsolvable puzzles is easy. My ealierearlier example was enough for my players to understand that without me saying anything. I was asking for the blood of a race that doesn't exist any more. They went around asking about that race, discovered it was extinct. They went around trying to find a (conserved) blood sample, they couldn't find, obviously. They realized it was an immersion tool, not a mechanical challenge.