You are right. We often don't actually hear the 'do' auxiliary, but be assured that the 'do' is there , even when native speakers are talking informally. We never drop the auxiliary verb, however informal the context.
So, question such as 'What do you do?' will SOUND, to the non-native ear as 'What you do?'. However, what we are really saying is 'What d'you do?'. The 'd' and the 'y' merge together into a combined sound that is like the English 'j' sound in 'just'.
This tiny sound very hard for many foreign learners to perceive, particularly Spanish speakers, so many people presume that we are dropping the 'do', or using some kind of informal grammar where the auxiliary isn't used. In fact, both the native speaker and the native listener is aware that there is a 'do' in the sentence, however imperceptible.
Believe us - the 'do' IS there!