Estoy Confundido Direct
While "Estoy confundido" is grammatically perfect, native speakers often use specific variations depending on who they are talking to:
Commonly used in Spain to mean you’re "muddled" or "tied up" in a confusing situation. Estoy Confundido
Literally "I am lost," but used often to mean you have no idea what's going on. While "Estoy confundido" is grammatically perfect