She replied, “In heaven.” He asked, “Who am I?” She replied, “You are the Messenger of Allah.” He said, “Set her free, for she is a believer.”

It was recorded by Muslim, Abu Awanah, Ibn Khuzaymah, Ibn Hibban, and Ibn al-Jarud in their authentic collections, as well as by others. It is also cited in Sahih Abi Dawud (862) and al-Irwa’ (390).

Furthermore, the question, “Where is Allah?” is supported by a hadith attributed to the Prophet and a report attributed to a Companion.

As for the hadith, Waki‘ ibn Hudas narrated it from his uncle, Abu Razin, who said:

“I said, ‘O Messenger of Allah, where was our Lord before He created His creation?’ He said, ‘He was in a state of ʿama’, with no air beneath Him and no air above Him, and there was no creation. His Throne was upon the water.’”

It was recorded by al-Tirmidhi (2108), Ibn Majah (182), Ibn Hibban (39—al-Mawarid), Ibn Abi ‘Asim (1/271/612), Ahmad (4/11 and 12), and Ibn ‘Abd al-Barr in al-Tamhid (7/137). Al-Tirmidhi said: “A good hadith.” Al-Dhahabi said in Mukhtasar al-‘Uluww (186/193):

“It was narrated by al-Tirmidhi and Ibn Majah, and its chain of transmission is good.”

This is open to objection, however, because this Waki‘ is unknown, as I have explained there.

As for the report, it is what Zayd ibn Aslam narrated:

Ibn ‘Umar passed by a shepherd tending sheep and said, “O shepherd, is there a sheep to slaughter? (1)” The shepherd replied, “Their owner is not here.” Ibn ‘Umar said, “You could say, ‘The wolf ate it!’” The shepherd then raised his head upward—