What do you want to say is a interrogative pronoun or interrogative adjective?

In the sentence, "What do you want to say?", the Word 'what' is functioning as an interrogative pronoun to introduce the question. The Word 'what' is standing alone, taking the place of the answer to the question.

The Word 'what' is an adjective when placed before a noun to specify that noun as a particular one or ones.

Example: I know what time it is.

The Word 'what' can function as both an interrogaive pronoun and an adjective.

Example: What time is it?