Is "which department store are you coming from" incorrect? It's a different verb, but that's how it would be said in English, if I understand the Hungarian sentence correctly. I don't hear people talking about "arriving from" a department store
They do not really talk like this in Hungarian, either. So, maybe it is a good translation, being awkward in both languages. :)
You're right. It would be "which department store are you coming from" - "Melyik áruházból jössz?"