It modifies "wondered".
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PhilipI might receive a vague answer to my question, but I don't understand how I can vaguely wonder.Really? That does surprise me. It is familiar combination to me, and seems common enough according to Google results.
PhilipI don't understand how I can vaguely wonder.I take vaguely to mean without any really great interest or enthusiasm. It blocks any association wonder has with ponder (deeply). We might wonder what it's like for us after we die, but we wonder only vaguely what to have for lunch tomorrow.