And the only reason I'm being critical about how they're handling it is because they're getting bored. They're "optimizing their way out of the fun."
Analysis paralysis is a real thing.
Fast way out - change the narrative state instead of waiting for them to finish looking for information.
Like - Whoever stole it finds out the party is asking lots of questions. They throw some thugs at the party, hoping to kill them or scare them off. The thugs crack under questioning, or are part of a known gang, or they have other information that can take the players up the rungs of the ladder toward the actual thieves.
Alternatively, "You heard the stolen thing just got sold at auction and taken away to a collection in another city. Investigation is now moot. Here's the next adventure hook."