He said "I shall come" - this can be rewritten into indirect speech as:
AHe said that he shall come
BHe said that he might come .
CHe said that he would come
DHe said that he should come
AHe said that he shall come
BHe said that he might come .
CHe said that he would come
DHe said that he should come
Related Questions:
Change into Passive voice .
"Had they bought the choclates ? "