As a partial answer, learn to trust peer review. When you are starting out in graduate-level mathematics you focus on proofs and seldom go beyond statements which can exhaustively reduced to basic axioms. In some ways that is the ideal of mathematics. But, when you get to the research frontier, you might discover that you need to use a statement which is contained in paper A, which at a crucial step in its proof invokes a result from paper B, which in turn invokes papers C, D and E, ... It could perhaps take months of work to see how that single statement ultimately follows from what you currently know. If you plunged down every such rabbit hole you encountered, it is unlikely that you would ever make progress. Exhaustive background knowledge is not a prerequisite for the creation of new knowledge. You can explore what follows from what is currently known, without first reducing what is currently known to first principles.

As a partial answer, learn to trust peer review. When you are starting out in graduate-level mathematics you focus on proofs and seldom go beyond statements which can be exhaustively reduced to basic axioms. In some ways that is the ideal of mathematics. But, when you get to the research frontier, you might discover that you need to use a statement which is contained in paper A, which at a crucial step in its proof invokes a result from paper B, which in turn invokes papers C, D and E, ... It could perhaps take months of work to see how that single statement ultimately follows from what you currently know. If you plunged down every such rabbit hole you encountered, it is unlikely that you would ever make progress. Exhaustive background knowledge is not a prerequisite for the creation of new knowledge. You can explore what follows from what is currently known, without first reducing what is currently known to first principles.