Although I think that the use of 'nasaan' vs 'saan has been clearly addressed, I am sometimes, haha, too curious for my own good. I went down a rabbit hole following the "na" part of the OP's question. What is the "na" in "nasaan", and similarly, in nasa, narito, etc. It seemed that na kay/sina was related but with "na" as a separate word. I did not discern an appropriate meaning for the standalone 'na' in 'na kay' in the Tagalog dictionaries. I've seen 'na kay' translated as '(is) with' or '(is) in the possession of' where apparently '(is)' is represented by 'na' similar to the '(is)' given for 'na' in 'nasa' - '(is/are/was/were) in/on/at...', 'narito/nandito' - '(is) here', 'nariyan/nandiyan'- '(is) there, 'naroon/nandoon'- '(is) over there'. And, if 'nasa' is the opposite of 'wala sa.', 'narito' is the opposite of 'wala rito', etc. , then 'na' would be the opposite of 'wala'? And if 'wala' indicates non-existence then 'na' would indicate existence?
I. S&O Tagalog Reference Grammar (TRG) (note copyright 1972): Some relevant findings :
A. in Section 4.19 "Locative adjective phrases (see Section 6.9 for Locative adverbial phrases)
* states that locative adjective phrases normally consist of na plus a sa phrase and in certain cases na and sa are conventionally written as a single word".
* for personal pronouns, sa is replaced by kay/kina
* for deictic pronouns, na is combined as in narito, naryan, naroon
* example(s) of 'na nasa' implying to me that the 'na' in 'nasa' is not a linker
B. in Section 7.8
* examples of 'nasa ano' and 'sa ano'
* interrogative subtitutes [question words?] are more usual than the adjectival/adverbial phrase, e.g., 'nasaan' for 'nasa ano'
C. in Section 7.10
* interrogative words are substitutes for adjectival/adverbial phrases : nasaan with nasa ano; bakit with dahil sa ano; and saan with sa ano. The one-word interrogatives are more often used than the ano phrases
D. I did not find within TRG (yet) a meaning for "na" itself.
Curiouser
II. A Grammar of the Tagalog Language (GTL) (note copyright 1925) : Some findings:
A. The section entitled "The Particles NA and WALA, paragraph 224 begins "The particle na and its negative wala followed by the oblique case express the idea of 'to be in a place temporarily'.
* example "na sa bahay ang bata"
* discusses the use of narito, nariyan, etc.
B. Para. 226 states " 'Where is?' is expressed by na saan, saan naroon, rarely by na hadan. The element 'an' of saan seems to be ultimately identical with ano 'what?', hence saan means literally 'in what?' "
Even though there was more I pulled myself out of that rabbit hole but then I saw the section entitled "The Particles MAY and WALA" and my eye caught para. 229 stating "The particle may and its negative wala are used to express the possession or non-possession of something indefinite. Instead of may, its compounds with the adverbs of place dini, dito, diyan, doon, viz., maydini, maydito, maydiyan, mayroon may be employed: mayroon is the most common, meaning simply 'have;' the others have an added idea of locality 'have here,' 'have there.'
Curiouser and curiouser. What? Maydito and maydiyan? I almost went down that rabbit hole...
It seems that at one time the standalone use of 'na', meaning 'existence' expressing the idea of 'to be in a place temporarily' was more freely used than now?
One other nugget retrieved from the rabbit hole is regarding 'saan' in 'para saan?' - 'for what?' and 'tungkol saan' - 'about what?'. Specifically why is 'saan' used as 'what'? If 'saan' is 'sa ano', 'para sa' is 'for' and 'tungkol sa' is 'about/pertaining to' then it makes sense, i.e., 'para sa ano?', 'tungkol sa ano?', di ba?