Is there a rule / convention regarding direct speech in English poetry?
I've written:

‘But where is beauty? Show me’, you insist,

in one of my poems.
Should it be single or double quotes or italics?

I don't think there's a rule, but these days I much prefer italics. I think it looks better.

My view is speech marks ( 66 and 99) around all words actually spoken even in poetry. I am old school, though. Very old!

I'd agee with Greg from the visual point of view.
Instinctively I'd go for quotes to avoid any doubt.

In my book of Edwin Waugh's Lanc's dialect poetry-about 130 yrs old- Verse 6 from Little Doffer mixes italics for emphasis, quotes, then shouty capitals for more emphasis


Th’lad grinned, an’ said, “They never han
To co’ me then, -no fear!” (then in italics)
Said th’o’erlooker, “How’s that, my lad?”
Said th’lad, “I’m AL’YS THEER!”

Thanks both for that-any more views very welcome.