The only way you can do this in the flow you describe in Assistants is by processing the initial input outside of the assistants. You cannot export or duplicate a thread.
(Messages has an undocumented endpoint that can delete messages, not available in openai libraries. Workaround hacks may be able to let you “redo” the most recent messages after a deletion.)
However, tool calls are the typical way to augment the AI. That would mean that after receiving the user input, AI doesn’t answer, it instead calls on an external resource with queries that return that new information. The AI can then answer the user with the additional knowledge.