Is it obligatory to investigate the source of imported milk powder, used in the manufacture of many food products, to verify its production method, especially if it involves the use of bones from animals not slaughtered according to Islamic law?

If what you mentioned is correct, then it does not indicate the prohibition of these products, because the bone of a dead animal is pure. And if some juices from a dead animal are mixed with it, then the answer in Fatwa No. 97920 and its related rulings is sufficient. As for researching and asking about the source of a product, this is done when its prohibition is highly probable; otherwise, the default is permissibility, and thus, asking is not obligatory.