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You can ask "You need what?" or "What do you need?" You can also say "Do you need (your choice of noun, e.g. water, the car, a map, etc.)?" You can even say "Do you need that (or this)?" But you can't say "Do you need what."
I hope this helps. I'm a native English speaker, so I don't know how to articulate all of the grammar rules. I didn't learn the rules, just the language the way it's spoken, written, etc.
I speak Spanish but study English to become a teacher. You cannot write "what" at the end because the word in this case stands as part of the question. "What" is originated at the end of the sentence as Direct Object of the regular verb "need" to comply with the verb pattern but it is then moved to front position to make a grammatical question leaving just a trace which means we can formulate the sentence "sb needs what" to prove the verb needs a Direct Object which is now at front position.
All of them...
"– Preciso de um @#$%... ('I need a @#$%...')"
"– Você precisa de quê? ('You need what?')"
"– Preciso de um ornitorrinco. ('I need a platypus.')"
"– Você precisa de quê?! ('You need what?!')"
"– Você precisa de quê? ('What do you need?')"
"– Preciso de água. ('I need water.')"