……在/正在+动词……+呢

在 or 正在 already carries the whole 'happening right now' meaning by itself. The little 呢 at the end adds tone, not time, and it changes how your answer lands. It whispers 'in case you were wondering' or 'obviously, can't you see'. Cut it out and your answer sounds like a GPS reporting your location. Keep it when a friend asks what you're up to; drop it in a formal report. That is exactly the flavour of 我说，我正在买东西呢。 — [《吃的东西和喝的东西》](/read/buying-food-drinks#s5)

在 in front of the verb is the everyday way to say something is going on. 正在 does the exact same job, just louder, like 'at this very moment'. In fast speech, people drop 正在 almost every single time. 正 alone sounds clipped and mostly hides in writing. So 我在买东西呢 and 我正在买东西呢 are both correct. The first is what you hear on the street; the second is what textbooks print.

English drops 'right now' anywhere it likes, including the very end. Chinese welds 在 or 正在 to the front of the verb as one unit. Whatever action is happening, the marker goes right before that action word. The 呢 always grabs the very last slot in the sentence. So the skeleton is: subject + 在/正在 + verb + object + 呢. Shove 在 to the end and native ears hear a broken sentence, not a casual one.