Most teams I've been in would do a time boxed task (sometimes referred to as a spike) in those cases. Basically, you get a task with maybe 3 or 5 story points, and the goal is to either complete it or find out what it takes to do so. Then you make follow-up tasks for the next sprint. It's worked pretty well for me in those cases with a lot of uncertainty.

Yeah thats tough. I hate when they do that. The beauty is, it doesnt matter. Usually I just drop a mid number and agile seems to give the flexibility to change that as you identify the true scope of work. Do what you can in the sprint, but eventually update the points to match or break it up and adjust points best you can at that point. Given I haven't been doing agile long, so I could be missunderstanding how it should work.