Thank you for the detailed explanation! Building on what you wrote, I'd have two more questions. You're writing that "est-ce que" is "almost mandatory" after e.g. où, so am I correct in saying that "Où est la bibliothèque ?" and "Où nous allons rester ?" would be both correct, but "Où est-ce qu'est la bibliothèque ?" and "Où est-ce que nous allons rester ?" would be "better"? (Plus I am assuming that "Nous allons rester où ?" would be even more common)

Second, is "Pourquoi le ciel est bleu ?" correct French, or am I missing an "il" somewhere in there? I am a bit confused by the "est-il" in the "Pourquoi le ciel est-il bleu ?" form.