A TOEFL book says "In a clause of indirect question, avoid using do,does, or did after the question word".
For example,
I didn't understand what did he say. -- (Wrong)
I didn't understand what he said. (Correct)
Does the rule imply that the word--do/does/did--shouldn't be used immediately after the question word but can be used anywhere in the indirect question clause?
Q: What do you do now?
A: I really don't know what I do.
Based on the rule, Is the above answer grammatically correct?