"to wonder/to ask yourself" used in long sentences

Hello

I know that "to wonder" and "to ask oneself" are used for indirect interrogation and as such, that the verb should be at the end of the sentence as in:

"I wonder how old he is" (and not "I wonder how old is he")

Now, does it also apply to long sentences? For instance, I have to write this sentence in a presentation:

"Ask yourself what the messages that the user expects to receive from the system during the session are"

I feel that the verb is too far from the subject and that in this case, I should use " Ask yourself what are the messages..."

Am I right or wrong?

Thanks for any help.