Are sentences that have multiple "WH Question" words considered grammatical ?
For example, is the following sentence grammatical:
Tomorrow, where are we meeting at what time to do what ?
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Yes, but you need some an and or two in there to join the three clauses/sub-questions into one:
Tomorrow, where are we meeting, at what time and to do what?
Another valid example:
Who said they want to live where?
Both sentences are asking more than one thing, but it's possible to join them into a single question. But for clarity, it might make more sense to use more than one question.
Yes, but usually only if the WH phrases are coordinated.
Hugo and Thursagen have both corrected your question by adding commas and "and"; but that changes the structure of question to create coordinated questions. So Thursagen's
Where are we meeting tomorrow, at what time, and to do what?
is equivalent to
Where are we meeting tomorrow and at what time are we meeting to morrow, and what are we meeting tomorrow to do?
There are some simple cases where multiple WH's are allowed without coordination, such as
Who is talking to whom?
Who is doing that when?
but to me these are informal. I can't come up with a clear rule about when this is acceptable.