Throughout the conference we will be asking, "[w ]here do we stand on tax cuts?"
Giving it a little bit more thought, is it grammatical to separate the verb from its object: "where do we stand on tax cuts", which is an independent clause?
No comma on the grounds of what I have just said, IMO.
or
Throughout the conference we will be asking that "[w ]here do we stand on tax cuts?" NO COMMA
Square brackets mean, when the whole sentence is in consideration, "where" requires its initial letter not to be capitalized, although when the direct question stands alone, it is to be capitalized. This is how I perceive this.
Throughout the conference we will be asking where we stand on tax cuts. OK
or
Throughout the conference we will be asking, "Where do we stand on tax cuts?" YES
but I prefer this:
Throughout the conference we will be asking, "[w ]here do we stand on tax cuts?"