Change the narration: She said, "Shut the door!".

She shouted and said to shut the door.

She asked me whether I would shut the door.

She ordered me to shut the door.

None of these

She ordered me to shut the door.

Imperative sentences like "Shut the door!" are changed using reporting verbs like ordered, told, or asked.

The verb stays in base form (to shut) when converting to indirect speech.