shorten questions in the correct way

What do you think , where are we ? - This is a long sentence so english laungage shortens it to
Where do you think we are ? am i right ?

What do you think, what are we ? This is correct but you can make it even more shorter :
What do you think we are ?

am i doing it right if not please correct me
ps, In my country that is the biggest grammar mistake “Where + do you think” for example - I guess thats why its hard for me

I wouldn’t normally think of “Where do you think we are?” as being a shortened version of anything, and if forced to produce a lengthier version I probably wouldn’t come up with “What do you think, where are we?” The latter sentence has more or less the same meaning I suppose, but the punctuation is dubious, and it seems more like an attempted transcription of a spoken utterance than a properly structured written sentence.

Ditto for the “What do you think we are?” example.

i didnt get that…

Very simply:

“Where do you think we are?” is not a shortened version of “What do you think, where are we?”

“What do you think, where are we?” is not a very good written sentence.