I've gamed with DMs that wouldn't give you a clue if you were doused with clue fairy musk and were performing the clue fairy mating dance under an unstable pile of clue-by-fours in the middle of a clue meadow during clue fairy mating season. This often happens due to two reasons: 1) the DM isn't prepared and really doesn't have a clue to give out because he hasn't put any thought into how the PCs get from Point A to Point B, where the next scene in the adventure takes place; or 2) the DM has conceived of only one or two ways in which data can become available to the PCs, and then forgot to tell the PCs about it, perhaps thinking that they should already know how to get there. Very rarely is the clue so subtle that the PCs actually miss it (although that can happen from time to time). It is most often that the DM hasn't given the PCs an actual clue to work with.
If you as the DM have a great adventure planned, and it is going nowhere fast, chances are that you haven't provided enough direction to the players. If you find the PCs sitting there effectively twiddling their thumbs, you have two choices: give up on your adventure, or throw them a clue. It's that simple. If the PCs aren't pursuing the adventure because they aren't interested, give up on the adventure and do something else. If they simply don't know what to do, why waste time when you can give them a gentle prod (i.e. a clue) and send them on to the next exciting element of your adventure? It just makes more sense in maintaining the fun element of the game.
I came upon this realization many moons ago when I started seeing a lot of divination spells used in my game. At first, I was frustrated because my plans were being thwarted by those meddlin' spells, and so I stopped giving clues that didn't fit my perceptions of how they should be gained (i.e. what fit my narrow limitations on furthering the adventure). That wasn't fun at all for anyone, and the game stalled badly, so I re-examined what I was doing. I realized that divinations and such simply moved the game past the investigation phase and right into the cool action parts, and so focused my adventure development on the challenges after the investigation phase. I tend to make investigation easy both magically and non-magically now, and I haven't had a single "clue fairy" incident since then.
If worse comes to worse, there's no shame in having the PCs roll their Int checks (DC 15, or simply look for the highest total rolled) to get an idea that will move the story forward. After all, it's supposed to be "Dungeons and Dragons", not "Tedium and Thumb-twiddling".
In the original post for this thread, as the DM, I'd just assume that the people are talking with others while travelling with the caravan, and then present the next piece of information the PCs need to further the adventure. Alternately, you could simply ask for a Gather Info check to represent their time with the merchants, and hand out info from the results of that roll.
Hope This Helps,
Flynn