First part - Yes.
Second part - No, where a phrase of this sort starts with a preposition or an adverb (or in a few other cases) we use mae as the verb rather than ydy/yw:
- I ble mae e'n mynd? - Where is he going to? To where is he going?
- Gyda phwy mae e'n mynd? - Who is he going with? With whom is he going?
- Pam/Pryd/Sut mae e'n mynd? - Why/When/How is he going?