This is a difficile topic.
There are differences, but not in "direct" (core) meaning, rather in - as you correctly suppose - register and the situation where you would, could or should use those sentences.
Wo haben Sie das her?
Woher haben Sie das?
when used with reference to some object (a book, a picture, a piece of clothing) or possibly also some kind of a disease or infection (in a situation where people speak about something like this) can be used quite interchangeably, without too much difference in register.
Woher wissen Sie das?
Wo wissen Sie das her?
are clearly different. The first one would be the standard expression as it could be found also in a textbook for learning German. The second, though, sounds very sloppy, informal, berhaps even rude or provocative, at least in my personal perception (native speaker, professional writer, a bit of linguistic background). Perhaps it sounds more rude because it is so unusual, and so when you hear or read it, you imagine a not so well-educated person speaking... ?
Generally, I would say, the "Woher" form tends to be more polite, and the "Wo xxxx her" form tends to be a bit more aggressive or intensive.
A note on dialects
Initially I thought dialect was not a factor here. But when thinking more about it, I find that
Wo wisset Sie dees hääär?
would be a typical form of speaking in the Swabian region (whose dialect I have deeper insight into) although
Wohär wisset Sie des?
would be similarly likely.
So, finally, I cannot exclude that there are different habits in different regions of the German speaking world regarding the everyday use of the two constructions.