Neuroscience of confusion
Here's an article I found that seems to attempt to address this question, using a kind of machine-learning approach involving "Long Short-Term Memory" (LSTM)-Recurrent Neural Networks (RNN), to classify EEG from participants who were watching either "easy" or "difficult" online lectures - https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5620019/ .

It's not a complete account of their process, but the manuscript suggests that gamma-1 frequency bands in the frontal lobe (using a single EEG electrode) were the most valuable feature for distinguishing between trials in which participants were thrown into the middle of a challenging lecture, vs. trials in which participants were viewing the introductory background material at the beginning of the lecture. I'm interested in the same question as the one you proposed, so I hope to see more responses to your post!