send (one) on a wild goose chase
To cause, instruct, or direct one to go on a prolonged or chaotic search for something that is difficult or impossible to find (often because it does not exist). They said there would be someone in this town who had information about the mafia's operations, but I'm beginning to think we were sent on a wild goose chase. Those jerks sent me on a wild goose chase to find a copy of a book that hasn't been released yet!
send someone on a wild-goose chase
Fig. to send someone on a pointless or futile search. You sent me on a wild-goose chase! There are no straw hats for sale anywhere in town! Fred was sent on a wild-goose chase while his friends prepared a surprise party for him.