That's easy. It mostly goes into heat. Eddy current heating of the copper tube should be the largest part. Wires, waveguides, a microwave generator aren't 100% efficient too. Small part of energy is lost as electromagnetic radiation.

What's mysterious is where the energy and the impulse are going if thrust is real. We can point the drive in such a way that it slows rotation of the earth, so the earth's rotational energy and angular impulse are decreasing. Where should they be going? I don't know.

you seems to be conflating thrust(momentum) and energy a bit - linear on speed vs. quadratic on speed in classic case. It is very similar to photon drive - a lot of energy carried away by the photons while they generate too little thrust.

If there is a genuine effect, and as EmDrive generates more thrust than photon drive for the same energy, it would mean that EmDrive does eject some small mass at large speeds (kind of like super ion thruster) - whether it is some mass chipped from the EmDrive (i'd bet it is the case) and/or created using the spent energy (say some smaller mass boson interaction with some field which looks less probable to me) - that we don't know yet.

> whether it is some mass chipped from the EmDrive (i'd bet it is the case)

This would make sense of the standard design, but doesn't seem to make sense for the photon loop described in the article. The photon loop seems to be an entirely closed system.