Change the narration: My friend says to me, “You are not going to be punished.”

My friend tells me that I am not going to be punished.

My friend told me that I am not going to be punished.

My friend tells me that you are not going to be punished.

None of these

My friend tells me that I am not going to be punished.

In indirect speech, "says to" changes to "tells."

The present continuous tense ("are going") remains unchanged in indirect speech.