I'm confused as to if
do we actually know where we are going any more
is a question or not, because of the 'do' I think yes but when read it seems like a sentence.
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Apart from the gut reaction "yes, it is a question because, um, it just is", we can actually approach this systematically. The sentence exhibits three characteristics that are of interest to us:
Each of these by itself can occur in a number of different scenarios:
As you can see for yourself, the only scenario in which all three meet is a question.