Study some moments to remember about reported speech.

1. When the introductory verb is in the future simple, present perfect, present simple and when the sentence expresses the situation which is always true, there are no changes in the verb tenses.

She says, “It is always cold in the Arctic”
She says that it is always cold in the Arctic.
2. We don’t change some modal verbs:
Would, might, could, should, ought to
Kim said, “You should go to the dentist”.
Kim said (that) I should go to the dentist.
3. Some tenses cannot be changed:

The past perfect, the past perfect continuous.
As for the past continuous, there is a question because some authors say that you should change the tense into the past perfect continuous, the others say that there is no necessity in it.
“I was working with documents while she was watching a new film”, he said
He said that he was working (had been working) with documents while she was watching a new film.