"Do you know who he is?"
"Who do you think he is?"
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The structures are as follows.
Indirect question derived from
Who is he? embedded in the direct yes/no question
Do you know?
(You know?) the answer to the question (who is he?). >
(Do you know) the answer to the question (who he is)? >
Do you know who he is? (Yes or no.)
Subordinate clause.
that omitted.
(You think ) that (he is someone). >
(You think) that (he is who) >
(Who) (do you think) that (he is)?
Who do you think he is? (Who is he? - in your opinion.)
CJ