Korean sentence structure is quite different from English.
so I arraged it Korean style structure in English.
answer : 뭘 하는지 모르겠으니까 당황스러워
뭘 / 하는지 / (나는) 모르겠으/니까 / (나는) 당황스러워.
what / to do / (I) don't know/so / (I'm) confused.
1.무엇 means 'what' -> 뭘 just abbreviation form of what = 무엇을
if you want to use '무엇', just add to '을' at the end of '무엇'
2.하다 do -> 하는 -> 하는지 to do, you can add to '를'at the end of '하는지' or not
하는 is adjective form of 하다
3.모르다 don't know
In Korean. We usually skiped subjective like 'I' easily compared to English.
4. '니까' is just like 'result in' or 'so' 'cause' - '니까' - 'result'
5. 모르니까 is '(I) don't know so~~~'
6. 당황 confusion 당황스러운 confusing
당황스러워 -> (I'm) feeling confused.
It is also skiped the subjective 'I'm'