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.