This wouldn't be used in spoken English. "Which station are we supposed to wait in front of?" is the normal formulation; preposition-final questions are a key feature of spoken English.
This word order is now accepted.
"Máme" in past sentences has been translated as "are to". Therefore, "In front of which station are we to wait?" should be accepted.
I said, "In front of which station do we have to wait" and it was rejected. Why?
have to is the same as must while "máme čekat" is more like be supposed to wait, ought to wait.