"Don't do that again," he said to me.

1. He told me not to do that again.
2. He told me to not do that again.
3. He should have told me not to do that again.
4. He could have told me not to do that again.

Converting direct speech with negative imperative to reported speech requires: reporting verb (told) + indirect object (me) + “not” + infinitive (to do). The correct form is “He told me not to do that again.” The alternative “to not do” (split infinitive) is grammatically acceptable but less formal. This transformation maintains the prohibition while converting to indirect speech format.