Hi Maëlys,
그렇고말고 = of course
말이라고해? (or 그걸 말이라고해?) = are you kidding me?
Usually these two are used together (-->그렇고말고. 그걸 말이라고해?)
And FYI, these are informal language. You can simply add '요' at the end of each sentence in order to use as formal language (-->그렇고말고요. 그걸 말이라고해요?)
Hope it helps. )