Learn English – “Where you going in such a hurry?” and “Where you are in such a hurry?”

This can be tricky, because of all the variations one can use for a short statement like the ones you are asking about.

For example, if the question is asked as a standalone 3-word question, always use:

Where are we?

However, if the phrase is used as a clause at the end of a question, one would say:

Does anybody know where we are?

As for your two statements, either wording can be correct, depending on how you use punctuation:

I want to know, "Where in the hell are we?"
I want to know where in the hell we are!

Just for a bit of variety, I'm going to suggest the sentence IS grammatical.

I'm not as expert in the exact parsing of sentences as other people here, however it appears to me that the sentence passes all the basic tests of grammar. The most important test is 'can it be easily and unambiguously comprehended by anybody'. I believe the answer is undoubtedly 'yes'.

As a native speaker, would I use those exact words? Perhaps not. My 'gut feeling', is that I would have said 'How much longer ...', but that seems very idiomatic to me, and less logical and clear when analysed than the sentence you actually used. The question refers to quantities of time, so why not actually say so?

That's an admittedly messy answer, but I think one has to accept that good written English is not always a matter black and white rules.