I've seen many kinds of things ranging from the \begin{description}...\end{description}
to simple \textbf{...}
or \emph{}
in papers. You rarely see the box in papers, but papers are not theses. You could also give it a dedicated paragraph \paragraph{Research Question X}
.
Right now, I personally prefer the use of \begin{quote}...\end{quote}
and \emph{}
, whenever we have enough space in a publication. See result below with some random preceding text:

The respective tex code is:
\begin{quote}\emph{RQ T.1: What kinds of formatting options are used for presenting research questions?}\end{quote}
Let me include general advice that hopefully helps you with setting up the formatting. You can use macros for research questions for consistent edits. Typically, you repeat a research question in a dedicated (sub-) section or when you provide a concise answer after presenting your results.
Macro in the preamble (before \begin{document}
):
\newcommand{\rqtest}{\begin{quote}
\emph{RQ T.1: What formatting options are used for presenting research questions?}
\end{quote}}
Wherever you want to put the research question, you just type \rqtest{}
. This way, you do not only deal with the presentation in one place but also help the reader to identify research questions in other places throughout your thesis by being consistent.
framed
package (ctan link with documentation). It already solved what you tried to do by hand, and has some more options.texdoc tcolorbox
.