LORELAI (on phone): Mrs. Kim? It’s Lorelai. Is Lane there? Well, do you know where she is? Huh. That’s unbelievable, you always know where she is.
Neither Lorelai nor Mrs. Kim knows where Lane is, but the viewer can hazard a pretty good guess that she is studying with Dean for their science project, either at school or at Dean’s house. Lane told Rory that she and Dean had to get the project finished by Monday, and they didn’t do very well at Lane’s as her mother made things difficult, and then Rory wandered in unannounced. It makes sense that they would have picked somewhere else to study together.