What was one question that miss Thomas and the band members had never asked Bud?  

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Miss Thomas, Herman E. Calloway, and the band members had never asked Bud what his mother's name was.

One might wonder how they could possibly not think of asking such an obvious question. When Bud showed up claiming to be Mr. Calloway's son, he hinted that his "Momma" told him so, but "not in the words just like that." When miss Thomas pressed him, he did not volunteer the information about the band's flyers his mother had saved, so the issue was dropped. Interestingly, the band members believed Bud when he said that his "Momma" died six years ago at the age of twenty-six, and Miss Thomas believed, for the most part, his story about the orphanage and the foster family. However, the idea that Mr. Calloway might be his father, or somebody Bud's mother might have known, seemed so far-fetched and ludicrous that it crossed no one's mind to inquire further why and how Bud came up with it. Only when Bud showed Mr. Calloway the rocks with inscriptions of the places and dates, similar to the ones in his car, was the investigation of Bud's claim renewed, finally leading to the discovery of his mother's identity.

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