If the introductory verb (for example, say, exclaim, repeat) is in the present, present perfect, or future tense, no change in tense is needed.
He says, 'The delivery is on its way'.
He says that the delivery is on its way.
He repeats, 'The scheme has worked well'.
He repeats that the scheme has worked well.
He complains, 'The instrument will not be strong enough'.
He complains that the instrument will not be strong enough.
Usually, the introductory verb is in the present tense only when you are making an immediate report-for instance, reporting to a third party the words you have just heard from someone speaking to you on the telephone. Most frequently, the introductory verb is in the past tense. Then, tenses must change.
The representative said, 'I am sorry but your order is too late'.
The representative said he was sorry but our order was too late.