Does any grammar (book or theory) classify 'where' and 'when' as pronouns?

Collins:

where

pronoun
14. the place or situation in, at, or to which
he lives two miles from where he works
15. what or which place
where do you come from?

when

  1. pronoun You use when to introduce a clause which specifies or refers to the time at which something happens.
    He could remember a time when he had worked like that himself.
    She remembered clearly that day when she'd gone exploring the rockpools.
    In 1973, when he lived in Rome, his sixteen-year-old son was kidnapped.