Deb
If you don't want to use the speech marks, perhaps you need to drop the speech tag -
Lucy asked herself. That leaves the problem of
for the millionth time appearing after the logical position for the question mark.
If you're in close third person, and are happy to imply the 'thinking', how about:
For the millionth time, what did Jonny see in her? |
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It should be evident that it's Lucy asking herself.
Chris