A.T. Robertson Commentary Mark 9:10

"And they kept the saying, questioning among themselves what the rising again from the dead should mean." — Mark 9:10 (ASV)

They kept the saying (τον λογον εκρατησαν) to themselves as Jesus had directed, but

questioning among themselves (προς εαυτους συνζητουντες). Now they notice his allusion to rising from the dead which had escaped them before .