Both of your sentences feel a bit unnatural for reasons that were pointed out in the comments but in theory, both are valid. They might be used in different contexts though.
As an example, let me compare the two sentences "Was war das für ein Geräusch?" and "Was für ein Geräusch war das?" (notice the different positioning of "das", just like in your sentences). These have similar cases in English as well: "What was that noise?" and "What kind of noise was that?". The first one, "Was war das für ein Geräusch?" definitely sees more frequent use in everyday situations.
The second question, "Was für ein Geräusch war das?", would, in my personal opinion, be more likely to be used when being in a quiz sort-of situation. A parent showing different animal sounds to their infant and testing them after every sound would more likely be using the order "Was für ein Geräusch war das?" as opposed to "Was war das für ein Geräusch?". Basically, you were already expecting some noise to be there, you just cannot associate the actual noise that came with its source.
Again, this has a lot to do with personal experience and the difference is only subtle and arguably colloquial. Unless you are at a very high level of fluence in German, you are fine with using either of your two sentences.
Regarding the preposition, none is fine; ("Ich habe keine Idee, was...").
Adding "davon" (the infinitive is "keine Ahnung von etwas haben") is acceptably in theory, but would feel very stiff in this situation.