NOOOOOOOOOOOOOOOOOOOOOOO NOT DOBBY!
Sniff. I actually howled out loud when I read it...how sad is that?
So...Grindelwald doesn't have the wand, which I should've known because if he had he would've won the duel against Dumbledore. Duh. Since Dumbledore did win...I can only conclude that he had it. It's probably just like Ron said, if you don't go around crowing about it, no one would know.
I don't know where it is. Inside the Disilluminator, maybe? I don't have book 6 to figure out where it landed and who picked it up and such.
...Also, I think Harry does have to put them together so he can master death so that he can die and stop being a horcrux. And then kill Voldemort.
Finally, again I say, "NOOOOOOOOOOO! NOT DOBBY!"