Not with Jesus anymore.
In Heaven?
In hell?
In Purgatory? Where was Lazarus during those four days?
"Where was Lazarus during those four days?"
It's an interesting question.
http://www.usccb.org/nab/bible/john/john11.htm
(John 11:35)
35 And Jesus wept.
Lazarus could not have been in God's presence since Jesus had not yet given Himself for the Perfect Sacrifice