That's the point of the whole "Where does backstory mythology fit into CA" talk. The only situation was "Does Dust find out about what's in the bunker or not?" and it's not untenable at all. It's also not a situation AW is equipped to deal with at a mechanical level or one that I find interesting at a narrative level. It's just playing out me (the GM) giving this backstory I wrote up while I was at home to you (the player).
It wasn't a backstory. There was no backstory with Dust. I was playing it was it happened. Like, Shamrock showing up with strange markings all over her. It's just something that occurs, which I assumed had a countdown clock or something related to it.
And, "Does Dust find out about what's in the bunker or not?" was the only situation because that's the only thing that happened (the answer is, no, Dust didn't find out what happened in the bunker).
It's like if Rum is getting munitions from somewhere and my character wants to find out where those munitions are coming from. That's putting my character in an untenable situation because Rum may or may not be interested in divulging that information. There may be consequences for interfering with those resources, etc... etc...
The bunker seemed to indicate some sort of resource. There wasn't any. It was a big illusion. Therefore, no situation.
(Actually, technically there was a situation - that of Tutu, who was being held prisoner there. But, it was completely irrelevant to the whole "Colt mystery".)
Exploring the world should yield untenable situations, just by means of the dice mechanics. Like, me trying to open my brain in the bunker and it flatly not working. Instead, Colt saying, "Don't do that in here. Let's walk around and talk."
That wasn't my goal. I didn't want to "talk" about this weird mythos that was going on with the Red (the maelstrom) or whatever. It was simply a matter of finding out how this person was transferring her mind from body to body. I wanted to see AW real. It wasn't. It was an illusion. Fake. It was MC fiat to keep her alive and that's it (you've said this yourself), I just expected there to be an explanation at some point. There wasn't.
It'd be like if in the example above, finding out Rum got her munitions from a random "munition spawn point".