(1) How do you think I feel?
Semantically, (1) asks the listener's opinion about how the speaker feels. So it's syntactically natural that the verb think has as its complement a subordinate clause I feel ___, where the gap is linked to How, and therefore that do you think is the superordinate clause (or matrix clause).
Where does all this put How? Does it belong in the subordinate clause because it's linked to the gap in the clause? Or does it belong in the superordinate clause along with do you think? Or does it belong in another superordinate clause higher than do you think?