Developers use foundation models (FMs) to create novel forms of intelligent software by writing natural language prompts embedded within a software's implementation---referred to as embedded prompts---that are also passed as a string within an FM's API. Developing software with embedded prompts requires developers to engage in iterative embedded prompt changes to obtain the desired behavior. While the information needs of traditional software have been investigated, the information needs of modern developers for embedded prompt changes are underexplored, despite these needs shaping how developers plan and justify embedded prompt changes. In this work, we perform a mixed-method exploratory study on the information needs of developers making changes to embedded prompts. We create, refine, validate, and apply a list of 50 information needs that developers have while making a change to an embedded prompt by interviewing 16 developers, observing 8 developers make prompt changes, surveying 50 developers, and evaluating 72 research and commercial tools. We find that embedded prompts are not well-supported by existing tools: 16 of the 50 information needs, including four of the most important ones, are unaddressed. We conclude with important design opportunities that should be addressed by future developer tools for embedded prompts.

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