I think you are referring to verse 2.12.
न त्वेवाहं जातु नासं न त्वं नेमे जनाधिपा |
न चैव न भविष्याम: सर्वे
वयमत: परम् || 12||
na tvevāhaṁ jātu nāsaṁ na tvaṁ neme janādhipāḥ
na chaiva na
bhaviṣhyāmaḥ sarve vayamataḥ param
Never was there a time when I did not exist, nor you, nor all these
kings; nor in the future shall any of us cease to be.
This is how Adi Shankaracharya explains this verse. (Bhagavad Gita with commentary of Adishankaracharya translated by A Mahadeva Sastri).
Never did I cease to exist ; on the other hand, I always did exist ;
that is, through the past bodily births and deaths, I always existed.
So also, never did you cease to exist ; on the other hand, you always
did exist. So, never did these rulers of men cease to exist ; on the
other hand, they always did exist. So, neither shall we ever cease to
exist ; on the other hand, we shall all certainly continue to exist
even after the death of these bodies. As the Self, the Atman, we are
eternal in all the three periods of time (past, present and future).
The meaning is that even in all the three times (past, present and
future) we are eternal in our nature as the Self. The plural number
(in we) is used following the diversity of the bodies, but not in the
sense of the multiplicity of the Self.
According to Advaita, Nirguna Brahman alone exits and rest all dualities are just MAYA. Nirguna Brahman when seen through Maya appears as various dualities (good&bad, heat&cold, etc) and in reality, Atman is Nirguna Brahman. Lord Krishna/Brahman says that they both as self (Atman) exists eternally.
If yes, where is He? Why he is not coming near people?
He is everywhere as He is the only eternal Truth. You must realize to know your true identity of Atman/Brahman. When required, He will indeed come to His true devotees in Physical form.