When you are trailing off a question (supposing the person passes out or something while asking it) is the proper punctuation: "Where am I...? or "Where am I?...
I'm sure someone will come along soon to verify this, but I tend to go with the example: "Where am I...?" A question mark followed by extra periods (commas, semicolons, colons and exclamation points) just looks awful weird to me. =/ Good luck; - Alexandria de Loraine
I don't think you need the ellipsis at all. Nothing is missing from the sentence. You can imply the pause with your next sentence. "Where am I?" I couldn't focus.
The first one is correct (ellipsis followed by question mark). You may want to consult a style guide (Chicago Manual of Style if possible) to see if there should be a space between the ellipsis and the question mark. I'd also like to add that depending on the context, you might not need an ellipsis at all (like Ginger said).
neither makes any sense or is correct, since no words are left out... as ginger noted, it's a complete sentence... sticking an ellipsis in there does not = 'trailing off' since a closing punctuation mark follows it... trailing off would be: "Where am. . ."