Learn English – “someone or I” and “me or someone”

Either of these is fine, although if you're going to use and there should be a comma. The second sentence has a silent you in it, referring back to the fact that it was the original person who asked first and is being thanked.

I am well, thank you, and you?

I am well, thank you, and (you) yourself?

However, asking, "How are you?" may well be derived from an old greeting, "How do you do?"

According to Stephen Fry, the only correct response to "How do you do?" is, "How do you do?". Since Stephen Fry is, of course, the authoritative source of all things English, perhaps we're both wrong.

The premise of the question, namely that "we need a direct object to form a passive sentence" is not correct. Active sentences with prepositional phrases can indeed be converted into passives, such as in the first example:

I am being played with (by him).

Google shows plenty of hits with the similar phrase "You are being toyed with".

In fact, all of the sentences listed can, in an exercise in syntax, be converted to the passive as follows:

I am being sat by by him

The bed was slept in by me

School was arrived at by Mary

The ground was fallen on by him

Whether such constructions are considered acceptable has a lot to do with why we use the passive in the first place. Clearly, the passive allows the speaker or writer to make a certain person or thing the subject of the discourse.

So, the active sentence:

The decorators arrived at the school shortly before dawn

could in theory be converted to:

The school was arrived at by the decorators shortly before dawn, and by late evening had been completely repainted

if we wish to make the school our focus, not the decorators.

No doubt the passive here would still be found questionable by some. And this may also have something to do with the greater acceptability of idiomatic verb + prepositional phrases in the passive. Compare the following two sentences:

The room has been gone into many times today.

This problem has been gone into many times.

The second sentence with its idiomatic use seems much more acceptable.