Personally, I think the best sentence would be 'What do you think are the pros and cons of living in your country?'
You would need to use 'are' instead of 'is', because 'pros and cons' is plural.
Also, to just have the pros and cons of a country for me would mean just the pros and cons of the existence of the country. So for the sentence to have some meaning it would be better to ask about something specific like living in your country.
The 'do you think' part could be used at the end of the sentence in spoken English, but in written English it would be really informal. Therefore it is better to put it after 'what'.
'What do you think are the pros and cons of living in your country?'
Hope this helps!