The original question does present a certain logic, but is built on a number of misconceptions.
First, when the expression 'to be lost" means "not to know where one is,' it is not a passive expression. It is what linguists would call a stative expression and does not imply that there is any agent bringing the state into existence.
The structure "to be X'ed," where X represents an action verb, often indicates a passive, but not always. "To be closed' can be the opposite of "to be open," in which case it is not a passive, but just a state with no implication of an agent that does the opening or closing. If, on the other hand, "to be closed" is used as the opposite of "to be opened," then it is used passively and an unstated agent is definitely implied.
Similarly, "to be lost" can occasionally indicate a passive, but this usage is somewhat rare and almost never used in the situation of "losing one's way in an unfamiliar location," since no agent is implied.
Since 'to be lost in the woods" represents a state, it cannot be used in the continuous/progressive form. That form is not generally used for states except in very marked situations where the states associated with some words can be reinterpreted as a dynamic process.
An example of this rare case is that saying "we have a baby" and "we are having a baby" mean quite different things. The first is a state, and the second is an incomplete dynamic process. Another example mentioned in the comments is changing a phrase like "I feel tired" to "I am feeling tired." "I feel tired" represents a state, so should not be possible in the continuous/progressive form. It turns out it is indeed possible to use such forms if you reinterpret the state as a dynamic process/activity. "I am feeling" represents a dynamic situation that suggests the feeling is unstable, either because it came into existence only recently and is tentative or rapidly increasing in intensity or perhaps because it will only be a transitory state of mind. States by definition are not dynamic and tend to persist without change unless terminated by an external event. Dynamic situations by definition involve change, and so suggest transition, instability, or evolution.
In theory, you could use this grammatical process to say "I am being lost," but this would be a highly marked and unusual expression, since we usually don't think of being lost as something dynamic and easily variable in nature. You are either lost or not. To express such a meaning, you would more likely say that someone is "acting lost" to clearly indicate that a dynamic activity or process was involved. You could also say "you are getting lost" to indicate that the state is coming into being. The state itself does not suggest change and so is not very compatible with the continuous forms.
As a result of these restrictions, you can only say "having been lost in the woods" or "after he had been lost in the woods." No continuous/progress tense is possible.
Now if we change the word "lost' into the word "chase," a passive construction becomes possible and you can theoretically turn it into a passive continuous construction. You might then be able to say, "After he had been being chased in the woods for hours"; however, using a continuous/progressive tense in this case feels clumsy and overly specific. Some would even say it is not grammatical. Since the purpose of the clause is simply to establish a time frame, trying to add a nuance of continuousness or progression detracts from the main message and makes it hard to interpret what time frame is actually being described. You should just say "After he had been chased/lost in the woods for hours."
Now if we turn to the participles, we should note that they don't have absolute tenses, but only relative ones. You can use a present participle to indicate a contemporaneous action or a perfect participle to indicate a prior action. You can also make a participle passive to express either relative tense. However, you cannot make a participle continuous/progressive.
You can say "He was chasing the bus and fell down" or "He was being chased and fell down; however, you cannot grammatically say something like "Being chasing the bus, he fell down or "Being being chased, he fell down." That feature of continuousness/progressiveness is reserved for finite verbs and cannot be added to participles. The participles simply indicate whether the action is contemporaneous or prior to the main verb. Adding a form of 'to be" just makes the participle passive, but cannot add a nuance of continuousness or progressiveness.
Putting it all together, you could say, "having been chased/lost in the woods," but you cannot say "having been being chased/lost in the woods," since such participles don't exist.
You cannot say "he had been being lost" because "to be lost" represents a state that cannot be used in the continuous/progressive form. You can, however, say "being lost" in an appropriate sentence, because that form is simply a present participle indicating a contemporaneous state and is not a continuous/progressive form.
