Hello Nuria. Thank you for your question about reported speech, which is an area of grammar that often causes problems for students. Your question refers to the way we report questions, so I will ...

Whether it is in direct speech or the indirect, punctuation marks such as the comma, full stop and question mark should be diligently and carefully handled to avoid confusion or outright errors.

He remarked that he was there. The second is surely better. In Reported Speech, apart from the fact that the structure of the clause changes, the quotes also automatically disappear.