Don't know where it is? Hm...well, Leader was with me when I woke up. You woke up in a strange lady's house, right? A lady who was saying she was your mom?

But-

[He reaches down to unclip one of the pokeballs on his belt, holding it out for her to see.]

See this? The Pokemon live in these, pokeballs. If you can't find your Pokemon, it might be in one of these, in your bag.