Fred said: "I forgot my umbrella.".* Fred said that I had forgotten my umbrella.
Fred said that he forgot his umbrella.
Fred said that he had forgotten his umbrella
Fred said that I forgot my umbrella.

My friend said to me: "Where were you yesterday?".

My friend said to me where was I yesterday.
My friend asked me where I was yesterday.
My friend said to me where I was the day before.
My friend asked me where I had been the day before.​