In modern scholarly grammar, every phrase and word in a sentence is given two labels: a category (part of speech) label e.g. noun, adjective, adverb, verb etc., and a function label e.g. subject, object, predicator, complement etc.
Now let's apply those labels to your first example:
Where is Lynn moving to?
"Where": interrogative adverb functioning as complement of the preposition "to".
Is moving to where: verb phrase functioning as predicate.
Is: auxiliary verb functioning as predicator.
Lynnnoun functioning as subject.
Moving: gerund-participle verb functioning as predicator.
To: preposition functioning as head of PP "to where".
Now you have a bash at your second example and I'll check it!
(note: some grammars take "where" to be a preposition)