Change the narration: "Please don't go away, he said to me.
Explanation
Correct Narration Change:
The original sentence ("Please don't go away," he said to me.) is an implored request (polite command).
In indirect speech, "said to" changes to "requested" (for polite pleas) or "told" (neutral).
"Don’t go away" becomes "not to go away" (infinitive structure in reported speech).
