you have to say: was there anyone looking for me. You cannot use the other expression, because the looking for will have a connection to the future. With using did, the situation would be terminated. Although in this context you can never use the expression with Did. It sounds very weird in the context.

You need to use the progressive form: Was anyone looking for me. This is because you have two actions in the past and they were happening at the same time and the second action had a certain duration. You were away, and at that same time someone was looking for you. In a different situation, you didn`t go to a party your friends went to. You could ask: how was the party, did anyone look for me? In this situation, you have a single action in the past and it is finished. There is no need for the progressive.

Was there anyone looking for me?

In a very casual speaking way, I would say "Anyone looking for me?"