[Coda]

Hmm... my instinct says 行く場所が知らない ("iku basho ga shiranai") or どこへ行って知らない ("doko e itte shiranai") but I have no clue if that's how a native speaker would say it. (I worry the nuance would come out as "I don't know where to go" rather than "I don't know where I'm going".)

Edit: "I don't know my destination" meanwhile is 行き先が知らない。 ("ikisaki ga shiranai") That might be easier, but again I don't know how natural it is.