ULK,
I think I see something that may be causing you confusion. It is the word "arimasen".
arimasu = there is, it has
Pen ga arimasu.
There is a pen
I have a pen.
arimashita = there was, it had
Pen ga arimashita.
There was a pen
I had a pen.
But if we use the word wa, the meaning changes.
arimasen = there isn't, doesn't have
Pen wa arimasen.
There isn't a pen.
I don't have a pen.
arimasen deshita = there wasn't, didn't have
Pen wa arimasen deshita.
There wasn't a pen.
I didn't have a pen.
So we can say, "Shitsumon wa arimasen."
There isn't a question.
I don't have a question.
Shitsumon wa arimasen deshita.
There wasn't a question.
I didn't have a question.
All of this gives us "Shitsumon wa arimasen."
There isn't a question.
I don't have a question.
and
Shitsumon wa arimasen deshita.
There wasn't a question.
I didn't have a question.
We also have the phrases "dewa arimasen" and "dewa arimasen deshita" which have different meanings. They mean "is not" and "was not."
Pen dewa arimasen.
It is not a pen.
Pen dewa arimasen deshita.
It was not a pen.
Simply adding the particle "de" changes the entire meaning.
I would like to add that "dewa arimasen" and "dewa arimasen deshita" are extremely polite phrases that are rarely used. Here is what we usually use in daily conversation.
Pen ja nai desu.
It is not a pen.
Sometimes we say
Pen ja arimasen.
It is not a pen.
But this is also a very polite form that we rarely use.
Unfortunately, it gets more complicated. Take a look at these examples.
Pen wa nai desu.
There isn't a pen.
I don't have a pen.
Pen ja nai desu.
It isn't a pen.
Therefore, similar to your example, "I don't have a question" we usually say, "Shitsumon wa nai desu."
Now let's add "not any more" as in "don't have any more." We add the word mou.
"Shitsumon wa mou nai desu."
I don't have any more questions.
We commonly shorten this to "Mou nai desu."
I don't have any more.
I hope this helps you easily distinguish between "Pen wa nai desu." and "Pen ja nai desu."