친한 친구, 형, 누나, 오빠, 동생에게 말할 때에는;; 우리 어디 가? (This is the best and simple way to say.)

If you want to ask as a meaning of 'where are we going now?', it would be "(우리) 지금 어디로 가나요?" or "(우리) 지금 어디로 가고있나요?" If you want to ask someone as a meaning of 'where shall we go?', it would be "(우리) 어디 갈까요? or "(우리) 어디 갈래요?" In your examples, 1st one is "(형 or 오빠) 우리 어디가?" <- this means "where are we going?" 2nd one is the same with 1st.

"where are we going?" 우리 어디로 가고 있어요? As you said, there are various ways to ask "where are we going?" according to whom you are talking to and what situation you are asking. if a little kid was traveling with his older brother how would he ask? - 형, 우리 어디로 가는 중이야? if I was with my friends & wanted to know where we were hanging out, what would be the best way to ask? - 어디 가서 놀거야? Is there a general way of asking as well? - 우리 지금 어디로 가고 있나요?