"Excuse me, where is the subway station?"
青问，地铁站在哪里? qīng wèn ， dìtiě zhàn zài nǎlǐ? 哪里 nǎlǐ - was not accepted. Are we being forced to use 哪儿？
In Chinese, a question word should be placed where the answer would go in a statement.
地铁站在这里。 - The subway station is located here.
地铁站在哪里？ - The subway stations is located where?
Using your sentence order, you would have 2 nouns (这里 and 地铁站) with no verb (在) in between. Whether a statement or a question, it is not right to link 2 nouns in that way.
在这里地铁站 - is located here subway station (wrong)
是她老师 - is she teacher (wrong)
Hope this helps.