That just looks so wrong to me. Perhaps I'm looking for: "Did John say, 'I'm going to the store'?" asked Beatrice.COLJohn said:Cetainly, BD. It was a question we were discussing. If the senetence itself, not the quotation, is the question, the question mark appears at the end of the sentence. Did John say, "I'm going to the store."?
I'm afraid much of my grammatical prowess a la Strunk & White was beaten out of me in Journalism School back in my youth. We were given the CP (Canadian Press) style book along with the CP caps and spelling which mandated AMERICAN spelling for Canadian wire services. The freelance editors' association of Canada was working on a true Canadian style guide (in which I would not be shunned for using the form 'programme' vs. the shudder inducing 'program'), but alas, it never came to fruition.
I did walk away from all the mess of rules with one belief fully established: only use an exclamation mark if the universe is exploding.
Of course, my later studies in astronomy highlighting the expansion of the universe robbed that pithy advice of its indended meaning somewhat, but I think it still suggested a point.