1
× Could you tell me what is the problem?
√ Could you tell me what the problem is?
× Please, tell me what direction did he go.
√ Please, tell me what direction he went.
→ See INDIRECT QUESTIONS (1) and (2)
2
× I will tell her everything what I know.
√ I will tell her everything (that) I know.
× He will never admit all what he did.
√ He will never admit all (that) he did.
What is not a relative pronoun; after words such as all, everything, anything etc, we can use that or nothing. ‘She gave me everything (that) I asked her for.’