"Where is our grandmother?"
Translation:우리들의 할머니께서 어디 계세요?
It is usually dropped cuz it's understood. But using 어디에 shouldn't make it wrong altogether. While searching for this I came across this very informative video about 어디: https://www.youtube.com/watch?v=VKwnoLb4pIc
There's a dearth of alternative answers in this course that's why many correct answers get marked wrong.