!ask when I use baited hook do I have to play the unit where the last unit used for baited hook was?

No — you can play it anywhere you control. Baited Hook says "play it, ignoring its cost" with no destination restriction, so normal play rules apply: the unit goes to your Base or any Battlefield you control (Rule 355.2.a). That includes the battlefield where the original unit was killed if you still control it, but it's your choice.

One catch: if you killed your last unit there and the battlefield becomes uncontrolled by the time the unit would finalize, that battlefield is no longer a legal destination — but the FAQ confirms you can still play the new unit to any other location you control.