Conversation so far:
When was Najibullah Zazi Captured?
On September 19, 2009, authorities arrested Zazi.
where was Najibullah Zazi when he was captured?
Was Najibullah Zazi in any kind of trouble?
Zazi faced a possible life sentence without possibility of parole. In May 2019, it was announced Zazi would be released after serving 10 years due to cooperation with law enforcement.
Did they find anything on Najibullah Zazi when they pulled him over?
They did not find anything of note, and he was allowed to go.

Question: Where was he going when he was pulled over?
Self-contained rewrite: Where was Najibullah Zazi going when he was pulled over?