In indirect speech, when the direct speech contains a question in the past tense, the verb in the indirect speech changes to the past perfect tense. Thus, the correct indirect speech form is:
\[
\text{Direct speech: “Where did you go?”} \Rightarrow \text{Indirect speech: Nandini asked Raj where he had gone.}
\]
Final Answer:
\[
\boxed{\text{Nandini asked Raj where he had gone during the holidays last year.}}
\]