☥ Firstly, this is a very unusual use of participle ("mõtlemas" would sound more usual; "kes mõtleb" would be even more normal).
Secondly, there is this tricky "jääma"-verb. Thus I needed a verb that would mean "to stay", "to be late", "be absent" at the same time... (My dictionary gave "to tarry", archaic; then I found "stay on" = to continue ´somewhere´. Example sentences watched, it seemed fishy to use here.) Anyway, the (in)direct question might mean,
"Where are you at?",
"Where-to are you staying",
"Why are you (so~) late",
"Why are you not here yet?",
(As you might notice, actually there is no ´why´ so the controlling nuance is really mild, more like wondering. So maybe "wondering why" if any...)
(hey!) = Estonian 'no' = an expression of impatience (and other things. Sometimes 'well' at the beginning of a sentence.)