the spelling here is correct is absolutely correct. The words yaha and vaha (all with the inherent short a, not the long -that is the last character in each is the h) are commonly pronounced yeh and vo (although not here on duolingo, which uses the formal written pronunciation). the “where” word has a long a at the end, with a nasal dot over it.
Hello fellow native Hindustani speaker. I am a native Hindi speaker. And formally pronunciation of यह/वह with the ह is actually the correct pronunciation. ये/वो is a result of colloquially spoken hindi and it is informal. Only recently is it accepted formally. When we are taught वाक्य अशुद्धि शोधन (correct the incorrect sentences) we are taught about these little things. You all can go try those out online they are readily available it will make your hindi more refined once you learn basic sentences. :)
I'm not a Hindi speaker so I can't say for sure if it's truly the case in Hindi.
However, in many languages, there's a variant spoken mainly in informal contexts that differs very slightly from the formal, written version. Maybe this is also the case with Hindi where the informal spoken variant is slightly different from the formal written form.
Mnemonic that यह (yeha) means 'this' and वह (vaha) means 'that' rather than vice versa: English this contains a high front vowel, while the Hindi equivalent begins with said vowel's semivowel counterpart: [j] (i am using the International Phonetic Alphabet [IPA] symbol); commonly romanized as "y".