So should 'Whom ... to?' Ending sentences with prepositions used to be frowned upon, but it is not grammatically incorrect - which, strictly speaking, 'who' is in this case.
It suggests "Whom did they give the ticket" which is bad English. It needs to be "to whom" or "whom...to".
From what I was told by a native, your versions are better, but the one you wrote is also not wrong.
"whom" can be the object of either a preposition (as with "to whom") or a verb. Here, it can be the object of "give", without a preposition, just like "Did they give him the ticket?" works as well as "Did they give the ticket to him?" The majority of people will use "to", but it isn't wrong without it.
No that doesn't work. "him" can only be the object of "give" without "to" when it's written immediately after the verb (in the first object position). "whom" is not in that position so "to" is essential. "whom" cannot be a dative object without a preposition.
'a ticket' was missing from the version starting with "To whom", added now.
In other word orders, it worked already.