wa alaikumussalaam.
Let me share 2 things which I have learned by hoping that it will inshaAllah help you.
1. You wrote هذا سوال? I think the correct wordings would be هذا السؤالَ. Following is a quote which will clear this inshaAllah:
KEY TO Durus al-lughat al-arabiyya li ghair al-natiqina biha, PART I
How to say "this book" in Arabic. We have seen that هذا كِتابٌ means "this is a book". Now we learn that هذا الكتاب means "this book". This is not a sentence. To make it a sentence we must add a predicate e.g. "this book is new" هذا الكتابُ جديدٌ.
All demostrative pronouns can be used to make this construction, e.g.
The man is an engineer. ذلك الرَّجُلُ مُهَنْدِسٌ۔
This watch is beautiful. هذه الساعةُ جميلةٌ۔
That nurse is from Japan. تِلْكَ الْمُمَرِّضَةُ مِن الْيَابَانِ۔
QUOTE END
Therefore to give the meaning of "this question" we will use هذا السؤالَ.
2. You also said لما where ما is ما الاستِفْهامِيَّةُ which we use to ask questions. I don't know is it appropriate to ask the question like this or not. But I know that, the alif of ما الاستِفْهامِيَّةُ when attached to a harf jarr is dropped, e.g., عَمَّ تَبْحَثُ؟ 'What are you looking for?', إلامَ تَنْظُرِينَ؟ 'What are you looking at?'. Following is a quote which will clear this inshaAllah:
KEY TO Durus al-lughat al-arabiyya li ghair al-natiqina biha, PART II
When the interrogative ما is preceded by a preposition, the alif of ما is dropped, e.g.:
بِمَ → بِـ + مَا 'with what?'
لِمَ → لِ + ما 'for what?' 'why?'
مِمَّ → مِنْ + ما 'from what?' Note that the nuun of من has been assimilated to the miim of ما (min+maaa → mimma).
عَمَّ → عن + ما 'about what?' Note that the nuun of عن has been assimilated to the miim of ما ('an+maaa → 'amma).