Something to keep in mind is that there are many different kinds of 'lost'. There's the feeling of being somewhere in a dark, misty expanse, with no sense of direction or way to orient oneself; there's losing track of one's way in a constricting, twisting, labyrinth. There's being in a location that's perfectly ordinary, except that one doesn't know there way around. Each of these senses of 'lost' would feel very different in song, I imagine. The general sense I get from what you've described is that you're looking for something like the first, and given that I can think of two ways to move forward. If you want a more passive kind of 'lost'-ness, as of one wandering aimlessly, then it would seem to me that keeping things slow and sparse, and focusing on 'high-level' aspects of the music might be helpful. If, on the other hand, you want a more searching, active kind of 'lost'-ness, as of one hesitantly exploring their surroundings despite being unsure of where they are or where they're going, then you may want to focus on more 'low-level' aspects of the music; perhaps have multiple competing themes, each briefly explored before petering out as paths forward are sought out and abandoned. The two instruments could either complement or contradict each other, giving the piece a more consistent or conflicted feel, or alternately one (probably the piano) could take the part of the environment while the other takes the part of the one wandering.
In any case, there are many, many ways to achieve a feeling of 'lost'-ness, and these are far from the only ways you can accomplish it. I think the most important thing is to be definitive about exactly what sort of feeling you're going for.