Asking how somebody is means asking about their state, so it takes estar.
No sé dónde estamos · Estoy aquí · Quiero estar aquí
Estar slots in after quiero, voy a, tengo que and debo exactly like any other "to" form.
Quiero estar aquí · Voy a estar aquí más tarde · ¿Dónde vas a estar? · ¿Dónde tienen que estar más tarde?
Do not forget the que: tienen alone is possession, and it is tienen que that gives have to.
Worth running through both sets together, which is what this track does.
Deber is to owe, and debe is he must. Just as in English, you can use it to talk about probability rather than obligation: "oh, he must be here by now".
The e does not split here.
Debe estar aquí · Debe estar cansado · Deben estar cansados · Deben estar cansadas
Porque is because, the same word as why.
No vamos a quedarnos porque estamos muy cansados · No nos vamos a quedar porque estamos muy cansados
Both positions for the nos are fine, as usual.
Building the final sentence, the instruction is to do it block by block and not from memory, even the second time through.
no vamos a quedarnos · porque · estamos muy cansados
And on not skipping the ending: asked to redo the sentence for a female group, the student answers with just the changed word. The teacher asks for the whole thing again, "don't miss the fun".