I don't know if confusion should be considered an emotion. Depending on the situation you can be confused and feel fear, or you can be confused and be excited.
I agree with you that my categorization is questionable, and subjective. The comments here make it clear to me that different people process things differently, and even give different names to similar feelings.
Well, happy and excited seems to be almost the same thing. While happy and fear - I don't think I ever felt that way in my life.
I wanted to see more about this distinction and found a relevant Wiki page about emotions [1].
"Confusion" appears to be added as a separate emotion in some classifications, while missing from others. When it's added it is added as a neutral emotion (having 0 emotional "tone").
Personally, don't think I experience confusion as an emotion. It's just a mental picture of my state and emotions arise according to how I interpret that picture. Same as "I am lost" or "I am missing a finger" are not emotions, thou they would cause emotions to arise.