Ha! Ha! Don't feel bad. I suspect it happens to all of us.
How do you know when to say when? A good genealogist (I thought) never gives up. Research & research until you find a clue to the answer. How do I know when there is not clue at the end of the road or if I'm just looking in the wrong place?
Here are a few thoughts on when to quit http://rootdig.blogspot.com/2015/04/my-two-missing-guys-in-1870.html