1. Thank the customer
Thank them for letting you know about the issue and giving you the opportunity to resolve it for them
2. Repeat the query and take notes
Repeating what they said means you can be sure you have understood their query; writing notes shows them you are making a record of it
3. Keep the customer informed
Let the customer know what actions you are going to take. Be realistic in your timescales! If you know it will take a few hours to get a response from a third party, be honest with the customer from the start
4. Continually update the customer
If you have new information
Every time you have scheduled to update them (even if you have nothing to report)
Daily (at an absolute minimum) so they know you are still working on their query
As soon as the issue is resolved, confirm with the customer making sure they understand and are happy with the resolution and any actions they need to take