No, where is not the object of the prepositions to and from in your examples.
Oh, dear. I fear I may have misled you in my answer to your previous question, where I stated that where “stands for an adverb, or for a clause or preposition phrase which acts as an adverb” and consequently “cannot act as the object of a preposition”.
There you were asking about where designating a static location. In that context the rule is as I stated it: where is not used as the object of a locative preposition. If the appropriate preposition can be inferred from context—usually at or in or on—it is considered to be implicit in the pro-adverbial where and omitted. If the preposition must be specified—under, over, near and the like—where is replaced with a nominal expression such as which.
But when motion is involved, things get a little trickier. If where is called upon to designate a destination or an origin, an explicit preposition to or from may be required to make clear which is intended. Note that we can say Where is he going?, and where will be understood as ‘to what place’—the ‘default’ understanding of where is as a destination; but we cannot say Where is he coming? and have where understood as ‘from what place’—an origin must be explicitly identified.
It is very common for the language to evolve new uses for old terms, and ordinarily we would simply shrug and say that when a preposition is called into play, as in your examples, where is ‘recategorized’ as a pronoun. But there are some very odd things going on with where, which I think call for a somewhat different understanding.
OED 1, 1923 (s.v. Where, 1.c.) took specific note of the anomalous use of where with prepositions in interrogatives:
colloq. with from or to at the end of the sentence or clause : where . . . from? = whence? where . . . to? = whither?
1760–72 [...] I must go suddenly, but where to?
There are couple of interesting points in this.
First, this use is a fairly recent innovation, and was apparently extended to relatives some time after OED 1 was published. Its rise may have been occasioned in part by the obsolescence of whence and whither, which express exactly what such contexts require. I would add that it also coincides with the growing acceptance of previously colloquial verb+preposition idioms into formal use.
Second, note that OED 1 labels this use ‘colloquial’ and speaks very oddly of prepositions ‘at the end of the sentence or clause’. I think OED 1 is grappling with a strong intuition that where is not recategorized as a nominal here, and is not the object of the preposition. And in fact this intuition is reflected in constraints which still obtain in formal use:
∗Where did he go to? is deprecated in formal use. The goal-defining to is felt to be unnecessary, and we prefer Where did he go?. A very interesting parallel is the equally deprecated colloquial expression ∗Where are you at?, where at is entirely superfluous and can only be understood as some sort of enhancement which explicitly marks the sense of the copula as locative.
okWhere is he coming from?, where the preposition is needed to distinguish an origin, is tolerated in formal use. But the preposition is always ‘stranded’ at the end of the clause. Even though formal use generally insists on ‘pied-piping’ prepositions along with their fronted objects, the most hardened prescriptivist will cringe at ?From where is he coming?.
So in these expressions the prepositions to and from are strongly bound to the verbs which precede them and held at a distance from where. Formal use seems to have taken a good deal of trouble to prevent our understanding where as the object of the prepositions.
Consequently, I think we do better to parse to and from as components of verbal idioms (‘adverbs’ in traditional grammar, or ‘intransitive prepositions’ in more recent treatments). The from in Where is coming from? undoubtedly has its origin in the ordinary use of come with a from phrase—He’s coming from work, for instance—but I think that it is the from which is recategorized, from transitive to intransitive, not where.
∗ marks an utterance as unacceptable in formal use
? marks an utterance as only dubiously acceptable in formal use