Grammatically this is wrong because of (does) and ( whom) we need to get rid of does because we already have whom which is wh question, whereas does is to be verb question so two types of grammar question cannot be used together. Finally, I would use this sentence as follows and also to make this sentence shorter we must not use the first (to) as we will have one at the end so one prepositions is enough in this sentence.
Whom this umbrella belong to
Whom this umbrella belong to
