The correct answers are The duke, to whom the stolen diamond belonged, refused to answer my questions and The maid, whom I interviewed in the library, claimed she saw nothing.

Whom is the object form of the relative pronoun who. It is used in formal registers as the object of a preposition (e.g., "to whom") or as the direct object of a verb in a relative clause (e.g., "whom I interviewed").

"To who" is grammatically incorrect because prepositions must be followed by object pronouns. "Whom was waiting" is also incorrect because the verb was waiting requires a subject pronoun (who).