The answer to "Where are you carrying the cookie?" is "In my pocket."
The answer to "Quo crustulum portas?" is a destination, like "To school".
"Where are you taking the cookie?" seems better. Or "Where are you bringing the cookie?"
"Where are you carrying the cookie to?" would get the sense of "Quo" vs "Ubi" into the English, but it's still an awkward phrasing. "Carry" has more of a static sense of holding something than a goal-oriented sense of moving it from one place to another. (See: "Do you usually carry a purse?" vs "Do you usually take/bring a purse?")
The English translation sounds odd to me.
I have visions of someone carrying an enormous cookie!
Where are you taking the cookie?
"Quo" is "Where to", so the answer should at least include "to" if not entirely rephrased.