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.