Mystifying is what you call a thing that mystifies you. It is the -ing form of mystify, used like an adjective: a mystifying rule, a mystifying look, a mystifying ending to a film. The word describes the thing, not the person who is lost. You would not usually say I am mystifying unless you mean you are the one confusing other people. It is everyday English, a little stronger than confusing, and it does not sound angry, only puzzled. Same warning as the verb: it is not a church word, and it is not the same as mystical.