You could say

1. When (he was) being kidnapped, he wondered ...
2. While (he was) being kidnapped, he wondered.

Note the difference between 2 and

3. While kidnapped, he wondered ...

In 2 he is doing the wondering at the moment that he is being kidnapped. In contrast, in 3 he is doing the wondering during the entire period during which he was in captivity.

Sentence 1 implies that he is often kidnapped, and each time he wonders. Sentence 2 is more likely.

I think "being kidnapped" refers to the activity in either case. The period would be "kept a prisoner / in captivity," e.g.

Im Originalbeispiel geht es doch darum, die Vor-/Nachzeitigkeit auszudrücken, nicht die Gleichzeitigkeit (Erst wird er gekidnapped und dann gefangengehalten). Da braucht man das "after" doch, oder nicht?

Re #2: I believe that kidnapping can refer to the period of captivity after an abduction as well as to the act of abduction itself. It that is so, then it is possible to write a sentence like:

While kidnapped he kept a diary describing how his captors treated him.

In that sentence, "kidnapped" refers to the period of time, not the act of abduction.

But of course it is also possible to say (and maybe this is better):

After he was kidnapped, he kept a diary ... .

In that sentence "kidnapped" refers to the act of abduction, not the period of captivity.

You might notice that I responded to your "being kidnapped."

Edit: And I just noticed that I misread your comments in #4, so never mind.