You can also phrase this differently. Can you tell me: what's your name? And the actual question is "What is your name?" and not "What your name is?" - this is not correct English, this structure is only possible in the subordinated context.

The structure "what your name is" is the odd structure here. It cannot stand by itself but it may follow phrases such as "I want to know" or "can you tell me". It's a specific kind of subordinate clause structure which uses question words as conjunctions: Does anyone know how deep the river is? Can you tell me where the car keys are?

But you cannot say "I want to know what going on is" because here the "is" is part of the verb phrase which is fixed as "is going on". Or in fact you can say it like this: "I want to know what 'going on' is", which inquires after the meaning of the phrase "going on"; in which case "is" is not part of the structure.