1) The sentence is correct. It literally mean "we met, I don't know where". You would have write it like this: On s'est rencontrées je ne sais où" if all the participant were female.
[On s'est retrouvé je ne savais où.] is technically correct, it literally mean "we met, I didn't knew where". It would actually mean that you were kind of lost when you met this person.
[On s'est retrouvé où je ne savais pas.] would be: "we met, where? I didn't had a clue". There, the punctuation would be quite important. And the style is literature-ish. You would write it: "On s'est retrouvé. Où? Je ne savais pas."
2) This sentence is correct. "She took me I don't know where". Same reflexion for the two others.
Since you want to express the fact that you "didn't knew" the location and suggest that you know it now, you would probably have to use a different tense:
"Elle m'emmenait je ne savais où" (= "she was taking me I didn't knew where") which would be more directed to the action; if you use the participle past on the first part of the sentence and then you use the imperfect ("je ne savais où"), it could give a feeling of confusion.
That's just some subtile matters, though, both of those sentence would be correct.