What am I doing wrong - I have a cloaked Puma asking a Rhino with a warhammer to attack where I'm looking with the Puma. Instead of attacking, the Rhino moves to the position and just sits there. How do I issue an "attack where I'm looking" command?

Have you tried targeting and ordering the Warhammer to attack your target? I think "attack where I'm looking" gets interpreted as an order to attack a location, which means move to the location, attack targets of opportunity on the way.