You Shall Not Pass!

Some days are more difficult than others, when trying to solve a mystery in your family tree (we've spoken about brick walls before).
It feels like you are travelling down a dangerous mountain pass, picking up fragmented clues along the way as part of your quest. When all of a sudden, the road seems clear, and you can see your destination in the distance. You walk towards it, ready to grasp the knowledge awaiting you, when a knight steps in front of you in full armour, obscuring your view and telling you "You shall not pass". The knight fades, and so does the mirage of your destination.
The question is, what should you do? Carry on with your quest, or call it a day? I choose pragmatism, for each avenue you explore which turns out to be incorrect, you are eliminating a 'false positive' from the mix, thus, the waters become less muddied for future research. It feels like a pattern of detection that is Sherlockian, but unlike Holmes, it is impossible to be detached and analytical when something touches you so personally.
Today, is just one of those days where you feel like you have been assembling a jigsaw, you woke up knowing you only had half a dozen pieces to fit in for it to be finished, and when you sit down to finish it, you realise that the picture is wrong, so you have to rearrange some of the pieces.