Since you are asking a direct question, you need an auxiliary verb and your question should be like this:
Where did you go? I have been looking for you.
You may also use:
Where were you? or Where have you been?
The first part of the first sentence (also the second one) is not a WH question and it somehow means:
The place you went, I have been looking for you.
If you are insisting on using
where you went, you can use it like this:
I want to know where you went / have been.
In this sentence where is a subordinate conjunction.
By the way, I think the best time to say "I have been looking for you" is very soon after you find that person. Otherwise, since you are no longer looking for him/her, it would be better to use I was looking for you or even I had been looking for you (which is less common).