A general strategy:

Since you state that the yes/no answer will come with a proof, I presume the proof will be understandable by humans, so it will need to contain much background material. I would argue that the most informative question we can ask is the one that needs the largest amount of new math for an answer, irrespective of whether the answer is yes or no. A simple numerical counter-example (an off-axis root of the Riemann zeta function) is unlikely to provide much new math. Asking whether P is equal to NP seems a better candidate.

A general strategy:

Since you state that the yes/no answer will come with a proof, I presume the proof will be understandable by humans, so it will need to contain much background material. I would argue that the most informative question we can ask is the one that would require the aliens to teach us the largest amount of new math for an answer. A simple numerical counter-example (an off-axis root of the Riemann zeta function) is unlikely to provide much new math. Asking whether P is equal to NP seems a better candidate.