"If having any questions, please feel free to ask." Correct or incorrect grammar?

In this usage, it is synonymous with “possess” - it is possible to possess things which are not tangible. “I have a question” is functionally equivalent to “I have a gun”: compare “I have a dream…”. “I possess a dream” would have made for an odd speech, but the meaning is clear enough.

“I’m having a bad day” is probably more clear-cut, since “experience” can be directly substituted as a synonym: “I’m experiencing a bad day” - rather clumsy, but perfectly acceptable. “I’m experiencing a question”, on the other hand, doesn’t work at all.

Unfortunately, in English “have” has a lot of related but not exactly synonymous meanings to bear:

I’m having dinner
I’m having friends to dinner
I have an exam
We had an argument
They had an accident
I had an operation
She had a baby
I’ll have a go
I have an idea

You can see some underlying nexus of meaning which connects all these usages, but it’s very difficult to summarise.

Uh, after all that, if you’re still confused, the natural way to phrase it in English would be, “If you have any questions, please feel free to ask.” This sounds perfectly normal to me; it wouldn’t elicit any comment. (“Having any questions”, as mentioned, isn’t a clause on its own in English, since gerunds are, grammatically, nouns or adjectives, not verbs. Thus the “if” clause lacks a main verb in your example.)