When there are two parts to a sentence and one is a statement and the other is a question, it is the one at the end that determines the terminal punctuation.
…What he wants to know is where were you going?
…The question I am asking is how far were you willing to take this?
…Where were you going? is what he wants to know.
…How far were you willing to take this? is the question I am asking.
I know there is an issue about the comma/colon after the word is in the first two questions. We will save that for another day.