Your sentence is in the imperative mood, so it should be translated as 1) Скажи ей, где он вчера купил журнал! (ты) 2) Скажите ей, где он вчера купил журнал! (вы или Вы).

Скажи ей, где он вчера купил журнал! If you want to use imperative it should be like this. I guess so because there is no pronoun.

Спроси, где она вчера купила журнал?

Скажу ей, где он вчера купил журнал! means "(I) will tell her where she bought that magazine" ^ wrong choice of pronouns I'd say more like if you want to say "Tell her where she bought that magazine!" lit. "Ask her where she bought that magazine" "Спроси ей, где она вчера купила тот журнал!" In depth: ей is a feminine pronoun and because SHE was the one who bought the magazine the subject and the verb have to be in the same gender. If you instead wanted to make tthem ask a man you'd instead say: Спроси его, где он вчера купил тот журнал! If you are instead asking them to tell a group of people you'd say: Спроси их, где они вчера купили тот журнал! Again not a native but I think this will go

Yeah, it seems to be correct although I don't quite understand why the emphasis on "where".