Correct expression

Dear Teachers,
I am not sure whether the following expression is correct grammatically. Perhaps,someone is kind enough to enlighten me on this.

I have not been able to locate the following students for the past few
weeks. Do you know where are they ?

My problem is :" Do you know where are they ?" or " Do you know
where they are ? "

Thanks for great help.

[Naughty Beef]

.......where they are?

[rewboss]

"...where they are" is correct here.

This is a very nasty trap. Usually, when we ask a question in English, the word order is as follows:

1. Question word
2. Helping verb
3. Subject
4. Main verb

In this case, there is no main verb, only a helping verb, so you'd expect "where are they?" to be correct -- it's a question, right?

Not quite: the question is "Do you know X?". There's no question word here, but the word order helping verb, subject, main verb is followed. The rest -- "where they are" -- is the object of "know", so it is not actually a question: it's a thing.

This was obviously a trick question: you were supposed to think: "Ooh, it's a question, there's a question mark to prove it!" Yes, but the question is in the main clause "Do you know...?", not the subordinate clause which acts almost like a noun here.