1. I don't know. + Who is she?
2. I don't know who she is.
3. I don't know who is she.
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#1 can be changed into #2 or #3.
Is #3 grammatical?
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4. I know. + What makes you think so?
5. I know what makes you think so.
(Is #5 from #4, and grammatical?)
2 is the correct way to phrase an indirect question. 3 is incorrect.
5 is correct. You can also write this another way: I know why you think so.