Source
In online forums, users sometimes use the word sauce in place of "source." Most often, users do this when asking for or providing a source for a piece of information.
For example, if one user posts that "Biden's Inflation Reduction Act has already created 100,000 clean energy jobs," another might respond with "Sauce?" In this case, the second user wants to know the source of the information that the first stated.
Why sauce means source
Forum users started using sauce to mean "source" because a) the words sound similar to each other and b) doing so is funny. Additionally, in some cases, the sauce of a piece of information can be quite saucy - giving this slang term an extra bit of flavor.
Example
Tracked down the sauce for that statement above. Turns out it's The New York Times
Oh, so possibly legit then
How well do you know your Fantasy Football slang?
Sauce is a slang term that means style and is often used to describe a person who is overly confident or flashy. It comes from the idea that sauce, especially hot sauce, is responsible for adding the extra "flavor" to a meal.
Sauce was partially made popular by DJ Esco's, Future's, and Lil Uzi Vert's 2016 song "Too Much Sauce" where they repeatedly brag about having too much sauce. The term is similar to the swag, beast, OG, and baller.