Erik's answer is a great general solution to your problem, but there are a couple of specific tactics you can use here as well.
Put Your Eggs in More Baskets
Right now, you're relying on a single skill or small group of skills in order to give your players information about the game world. This is naturally going to lead to situations where nobody has the skill you need, plus it makes story progression hinge on the outcome of a roll, which is very risky.
Instead of making everything a capital-K Knowledge roll, allow your PCs to use the skills they do have as knowledge skills. A fighter should be able to roll Athletics in order to assess someone's physical fitness. A rogue with Sleight of Hand might be familiar with a number of local pickpockets. This emphasizes each character's specialties, and encourages them to gather information creatively using a variety of methods. Skill descriptions are often left open-ended for precisely this reason.
Give Away Information
Like I said before, having the progression of your story hinge on a die roll is risky business. What happens if the die roll fails? Does the plot just stall? If the answer is yes, there probably shouldn't be a die roll. Instead, find a way to justify giving the information to the players based on their competencies and backstories. So, in your example:
The door opens with a slam , and a tall figure in full plate strides
into the tavern. Joe, because you spent time on the city watch, I can
tell you that this is a watch commander. Greg, you're trained in
survival, so you can tell when someone is looking for you, and this
guy definitely is.
Giving players "automatic successes" like this not only helps move the story quickly past less dramatic moments, it also rewards characters for having a backstory, and makes them feel more competent and embedded in the world.
Overall
Look at non-knowledge skills as representing non-book-learning types of knowledge, and use those skills as hooks for dishing out free adventure hooks.
Here's how I did it. Back in the day (AD&D 2e, but I don't see how it being Pathfinder is particularly relevant to an answer) I had a casual group that usually played kick-down-the-door. Well, it was the late 1990s and we had gotten wider RPG exposure and decided as a group that we wanted to play a serious, immersive, simulationist game. So I started a new campaign (based on the Night Below boxed set).
The PCs showed up in a small town and a magician's apprentice went missing; the party gnome had befriended her so they decided to search for her. They're in the inn that night, a couple travelers come in. One has a facial tic. Since from earlier, whatever the nice way of saying "worse" is, D&D campaigns they were conditioned to assume anyone with any distinguishing feature was important, the party elf and dwarf went over to interrogate him. In reality he was just a tired traveling merchant, and all they got for their trouble was "Slag off." They kept at him and he indicated that the shortsword he was wearing wasn't just for show and they should leave him alone. Both the elf and dwarf immediately pulled out their weapons. The man, terrified, ran out of the inn. They pursued him into a field and the dwarf shot him with a crossbow. He blubbered and tried to get away from them while the local carpenter slash constable showed up and suggested everyone come to his office (carpenter shop) to figure out what was going on.
The elf and dwarf's story as recited to the constable was "We thought he might know something and he wouldn't answer us so we chased him into the field and shot him." This lined up remarkably well with the man's story. "So... That's the explanation you're going with?" asked the constable. The party cleric showed up and healed the guy, so he said "You know, the town mayor is a hard man... I will just assess you a 20gp fine, or if you don't have that you can work in my shop a few days to work it off."
The dwarf took this deal, but the elf insisted he was "just trying to rip them off" and "wasn't listening to their side of the story." "I'm listening, but your side of it, if I understand this right, is you chased this guy into the night and shot him because you were playing vigilante interrogator?" So he got held over for trial the next day.
The mayor came out, and got the same story recited to him. "Three months hard labor in the mines. Next!" "So, do you want to roll a new character, or play a NPC for a couple months of game time, or what?"
Guess who has two thumbs and didn't have a problem with players not thinking about consequences for the rest of his (5 year) campaign? This guy!
My advice is - don't screw around. Once everyone's agreed "oh yeah realistic world that's the concept we're on board with" then you just do it. You'll note I gave them an out, but the one PC that decided to be hard-headed about it got the consequences in spades. Eh, he was first level and didn't have that much backstory, and then I got to bring him in as a bad guy later on. I deliberately seeded this scene to see if this topic needed addressing, and it did. Notice I didn't use the more cliche "overwhelming force" variant where the merchant was a level 10 fighter because the point I needed to make was not that "there's always a bigger guy," but that "you are a part of a larger society that cares about how things go down." Craft a scene to reinforce whatever specific lesson you need to make and then see if they learn or need some learnin' applied to them more vigorously.
Running a game is like raising a kid or training a dog. Do it the first time, be consistent, you'll have a lot less problems than if you waffle or delay addressing problem behavior directly. They are fantasy characters - it's OK to kill, maim, send to jail, take their stuff - whatever you need to do in order to get the boundaries across.
Best Answer
Children don't have the depth of view or span of attention that adults have. If your players are young, it's not a bad thing to railroad them a little bit. You might do this by simply "replacing" the information via some other means: an old beggar they show kindness to tells them he's heard a rumor about the gang, a respected character lovingly chides them for their faulty memory, a friendly eavesdropper says "If I was you, I'd go ask the Sheriff", etc. By having benign characters provide this additional information, the girls will gradually learn that there's always more information out there, and finally begin to look for it themselves.