Hi Brisa,
Yes, firstly, you do need "to" at the end of the first sentence "where is he flying to"? The structure BE GOING TO is normally used to indicate the future in English so "to" should be in there at all times.
In your second sentence - you don't need the word "in". Consider:- "he wakes up on a boat" - in this case you would not say, "where does he wake up on?". That would be wrong The place is defined by the name, not whether he was in it on it or around it. The first sentence has a set structure with the "going to rule" but the second sentence is different. I hope that helps.