The sentence "Where is my phone?" he asked is an example of direct speech.

If you want to turn it into indirect (reported) speech, it would be:

 He asked where his phone was.

Explanation:
“Where is my phone?” → question in present tense → change to past: “was”
“my” → change to “his” to match the subject he
No need for quotation marks in indirect speech

Ah, the eternal mystery! 📱 It sounds like you're quoting a sentence—possibly setting up a story or a joke? If you're crafting a scene or writing something creative, I can help expand it. Here's one way to build on it:

"Where is my phone?" he asked, rummaging through cushions with growing desperation. It wasn't just a phone—it held his train ticket, his to-do list, and the last photo of the sandwich he'd bragged about for three days.
Want to keep writing a story from there? Or were you aiming for something else entirely?