A day can be suffocatingly hot, or stiflingly hot, and in either case I would feel the same - much too hot!
If it is suffocatingly hot you feel you are being suffocated by the heat (it is hard to breathe). But you are NOT actually suffocating! You are not going to die of lack of air. I hope!
If it is stiflingly hot the meaning is more general, maybe it is too hot to move, maybe too hot to be comfortable, maybe too hot too breathe.
Stiflingly is used in many ways (as is suffocatingly, of course). For example, We live in a stiflingly brutal world (the world is so cruel it suppresses you/your emotion/hopes etc.)
That's a cheerful example, isn't it!
Sometimes we say "stifling hot day" instead of "stiflingly hot day" in the same way as we shorten "really hot day" to "real hot day".
If you are taking an exam it is better to use stiflingly and really. Chatting to friends it's common to hear stifling and real.
Stifle and suffocate can both mean to kill. To stifle the life out of someone = to kill by strangulation/asphyxiation/suffocation.
Your examples "I was feeling suffocated.... " is fine.
"Your room is suffocating... " is commonly heard but is rather ambiguous! Do you mean the room is suffocatingly hot, or do you mean the room is dying of suffocation? Ha!
Your last 2 examples are incorrect.
I hope this long-winded answer has not stifled your enthusiasm!