A reported question loses its question form: no inversion, no question mark, and no 'do'.

Once a question is reported it is no longer being asked — it is being described. The words that mark a question in English are therefore removed, and the clause takes ordinary statement order.

He asked where I lived.

statement order, and a full stop

He asked where did I live?

the question form kept in the report

Where it bites

The 'do' auxiliary. 'Did you go' becomes 'whether I had gone', and 'did' disappears entirely because it was only carrying the tense.