Hello Occifer_Onion, welcome to the forum.
You are correct, Lizzie was not pacifically questioned about where she was at the time Abby was killed, but according to her Inquest Testimony at about 9:00am she began ironing eight or ten of her best handkerchiefs, which puts her in the house during the time Abby was murdered until after Andrew retuned home. (Personally, I do not believe that Lizzie ever went to the barn; there was no evidence whatsoever, that she was in the barn looking for sinkers or iron and eating pears.)
Inquest Testimony of Lizzie Borden, being questioned by Mr. Knowlton, page 59 (16):
Q. What was the next thing that happened after you got down?
A. Maggie went out of doors to wash the windows and father came out into the kitchen and said he did not know whether he would go down to the post office or not. And then I sprinkled some handkerchiefs to iron.
Q. Tell us again what time you came downstairs.
A. It was a little before nine, I should say. About quarter. I don't know sure.
Q. Did your father go down town?
A. He went down later.
Q. What time did he start away?
A. I don't know.
Q. What were you doing when he started away?
A. I was in the dining room, I think. Yes, I had just commenced, I think, to iron.
Q. It may seem a foolish question. How much of an ironing did you have?
A. I only had about eight or ten of my best handkerchiefs.
Q. Did you let your father out?
A. No sir, he went out himself.
Q. Did you fasten the door after him?
A. No sir.
Q. Did Maggie?
A. I don't know. When she went upstairs, she always locked the door. She had charge of the back door.
Q. Did she go out after a brush before your father went away?
A. I think so.
Q. Did you say anything to Maggie?
A. I did not.
Q. Did you say anything about washing the windows?
A. No sir.
Q. Did you speak to her?
A. I think I told her I did not want any breakfast.
Q. You do not remember of talking about washing the windows?
A. I don't remember whether I did or not. I don't remember it. Yes, I remember. Yes, I asked her to shut the parlor blinds when she got through because the sun was so hot.
Q. About what time do you think your father went downtown?
A. I don't know. It must have been about nine o'clock. I don't know what time it was.
Q. You think at that time you had begun to iron your handkerchiefs?
A. Yes sir.
Q. How long a job was that?
A. I did not finish them. My flats were not hot enough.
Q. How long a job would it have been if the flats had been right?
A. If they had been hot, not more than 20 minutes, perhaps.
Q. How long did you work on the job?
A. I don't know, sir.
Q. How long was your father gone?
A. I don't know that.
Q. Where were you when he returned?
A. I was down in the kitchen.
Q. What doing?
A. Reading an old magazine that had been left in the cupboard, an old Harper's magazine.
Q. Had you got through ironing?
A. No sir.
Q. Had you stopped ironing?
A. Stopped for the flats.
Q. Were you waiting for them to be hot?
A. Yes sir.
Q. Was there a fire in the stove?
A. Yes sir.
Q. When your father went away, you were ironing then?
A. I had not commenced, but I was getting the little ironing board and the flannel.
Q. Are you sure you were in the kitchen when your father returned?
A. I am not sure whether I was there or in the dining room.
Q. Did you go back to your room before your father returned?
A. I think I did carry up some clean clothes.
Q. Did you stay there?
A. No sir.
Q. Did you spend any time up the front stairs before your father returned?
A. No sir.
Q. Or after he returned?
A. No sir. I did stay in my room long enough when I went up to sew a little piece of tape on a garment.
Q. Was that the time when your father came home?
A. He came home after I came downstairs.
Q. You were not upstairs when he came home?
A. I was not upstairs when he came home, no sir.