Change into Indirect: He said to me, "Leave the room and do not return."

He asked him to leave the room and forbid him to return.

He ordered him to leave the room and forbade him to return.

He asked to him to leave the room and forbade him to return.

None of these

He ordered him to leave the room and forbade him to return is correct.

In indirect speech, "said to" changes to "ordered" for a command, and "do not return" becomes "forbade him to return" to express prohibition.