Q+N work together better in general. I don't think there's a distinction for what phase of the game it is.
What is better? Q+N or Q+B
It depends whether the bishop is good or bad. If the bishop is bad, and the knight is near the center of the board, then the knight is better. But if the bishop is good, AND the pawns do not block some of the board, then it doesn't matter about the knight, the bishop is better. Generally, bishops are better in the endgame, because endgames or open, and bishops do well in open situations, while knights are good in crowded situations.

I would like to hear something from masters as well..
Q+N is certainly better. You don't need a master to tell you that. That's why in an endgame Q vs Q+N it's harder to draw for side at a disadvantage, whereas in a Q vs Q+B is much easier. It's somewhat logical since the knight complements the queen, which can already move as a bishop. Anyway the game is still theoretically drawn in a Q vs Q+N, but more careful play is needed.

The queen can already do everything the bishop can. The knight adds a new weapon. Together, they can attack any square. Bishop plus Queen can only attack half of the squares.

@JamieKowalski: Is there any statistical evidence for it?

I think Q+B can make up powerful battery against enemy king whereas Q+N can't..
So you already had a fully entrenched opinion, why did you ask the question?

I would like to hear something from masters as well..
" Rook and bishop are stronger than rook and knight, and two bishops are worth more than two knights. Queen and knight, however, are stronger than queen and bishop. The outcome of a game often depends on being able to obtain this combination. In pawn endings a bishop is preferable to a knight; however, in queen endings the knight is stronger." -- Capablanca
http://www.chesshistory.com/winter/extra/capablanca10.html

I think Q+B can make up powerful battery against enemy king whereas Q+N can't..
But they only combine on one color. Queen and knight can combine on either color and there's no duplication of ability. e.g. notice on a 5x5 board with a queen in the center every square not attacked by the queen would be covered by a knight.

I know what Capablanca said.. But what is modern understanding? Wikipedia says that Capablanca could never prove his claim in his games.

Kaufman did some statistics. He says:
"It was said by Jose Capablanca that queen plus knight are better than queen plus bishop, which I found to be true by only a trivial margin, and that rook plus bishop are better than rook plus knight, which was more clearly true but still by a small margin."
http://home.comcast.net/~danheisman/Articles/evaluation_of_material_imbalance.htm
In the endgame what is better to have? Queen and knight or queen and bishop?