Is "Hol a lány" possible?
Theoretically yes, but it sounds just a bit unnatural. It happens more frequently with objects. "Hol az olló?", "Hol az alma?"
But I guess this is "bending the rules" a little bit.
I thought the verb went last?
No. The position of the verb depends on the sentence.
This time, it is a question with a question word "hol" and "hol" should be placed right before the verb.
How about Hol van a lany?
Sorry, looked at the answer wrong