Translation:Where is she?
I suspect the reason could be because the speaker is not from Beijing or the surrounding area. This is one of the dialect markers of Mandarin. The strongly emphasised 'r' at the end of words is a feature of Mandarin as spoken in the Beijing region, whereas Mandarin elsewhere tends not to have that.
儿 is the one character in Chinese which sometimes stands not for a whole syllable but just a final consonant -r. 哪儿 nǎr means “where”
Btw, when 儿 does stand for a whole syllable, it’s pronounced ér – in second tone, not fourth. It is then an unfree syllable meaning “child” (“unfree” meaning that it is not a word by itself, but can combine with other syllables to form words).
How am I supposed to know here if the speaker means "he" or "she"? They both sound the same.
Once again another listening excercise where 他 is marked as wrong despite there being no way to tell which is being used. I've reported it as the audio being wrong because there's no option to report "My answer should be correct" like in other courses. Very frustrating especially as 他 is typically the first option that appears when typing. This exercise is at least a year old, along with others, and we still don't have a solution for this problem?
It is not possible to write a suspected error report during the introductions of a word (except to say that the audio is wrong, which may not be the case).
What I found strange was this:
'er' at the beginning of the lesson has no diacritic over it. This suggests it would take the neutral/mid tone. However, the way 'er' is spoken in the audio sample, there is a discernible pitch change over the syllable. Is this pronunciation correct? If so, should there not be a tone diacritic over the 'er'?
"She is where?" doesn't really mean the same thing. When used on purpose the emphasis is on her being somewhere unexpected instead of the question. You might even use an exclamation mark in (informal) text. "She's where!?!"
I assume there's a way to capture this nuance in Mandarin but it's probably a different sentence.
Regardless the default Mandarin should be translated to the default English which is, "Where is she?" with the mandatory wh-extraction.