Re: A colon or a comma?
I would never use a colon to introduce direct speech that way, yet I seem to be see it more and more often. I'm not sure when that rule changed, nor how acceptable it is.
You cannot go wrong with a comma there. (I do think a period is better than a semi-colon between the two "I don't know" statements, thought what you have is not incorrect.)
I'm not a teacher, but I write for a living. Please don't ask me about 2nd conditionals, but I'm a safe bet for what reads well in (American) English.