I havent the foggiest

I havent the foggiest is another way of saying you arent sure about something that has just been asked of you or that you dont have even a clue about what theyre asking. Foggiest is used in this saying as a way to show your mind is foggy or clouding when considering this thing, therefore you arent able to come up with any sort of ideas about what they are asking you; it could be in response to knowing where someone has gone or any other type of query.