Q:

I said to him, “Where have you lost the pen I brought for you yesterday ?” 

• 1
  I asked him where he had lost the pen I had brought for him the previous day.
• 2
  I asked him where had he lost the pen I had brought him the previous day.
• 3
  I asked him where he had lost the pen I had brought him yesterday.
• 4
  I asked him where he had lost the pen I have brought for him the previous day.