"Je sais pas dont je parle" is not possible, because "dont" is a relative pronoun referring to a noun that is a complement of the preceding proposition, and here you have omitted it. Moreover, "pas" is not really a negation: it has to be used with "ne". You should say:

"Je ne sais pas de quoi je parle"
or
"Je ne connais pas ce dont je parle"

Then
"Je sais pas ce que j’en parle" is wrong as well

Here, you could say:

"Je ne sais pas ce que j’en dis" (I don’t know what I say about it)

This is correct, although the meaning is rather queer. You cannot say "ce que j’en parle" because parler is not a transitive verb, meanwhile "dire" is transitive..

Bad luck once more,

"Je sais pas auquel je pense"

is wrong also. "auquel" like "dont" refers to a complement of the preceding proposition, but with the sens of "to that" meanwhile "dont" means "of that". But in your sentence, you have no referring complement, so you should say:

"Je ne sais pas à quoi je pense".

"Je sais pas ce que j’y pense"

is wrong, although the motto of the English kings is "honi soit qui mal y pense", but this is old French from the middle-age. Here, you cannot say "y" be cause "y" means "to that", which has no sense here, where you mean "about that", so you must use "en". The correct form would be:

"Je ne sais pas ce que j’en pense".