Let's say for the sake of argument that a puzzle has gotten down to only vowels remaining. All three players are stumped by the puzzle, and the only contestant with money has $250-$500. That contestant calls a vowel that's not in the puzzle, so none of the contestants have $250.
What happens? Clearly each contestant's only option is to attempt a solve. If all three are stumped, is the puzzle a deadlock? Is it thrown out? Do they tough it out until one player figures it out?