YOU SAID:

she saw she said she went

INTO JAPANESE

彼女は行ったと言ったのを見た

BACK INTO ENGLISH

I saw that she said she had gone.

INTO JAPANESE

私は彼女が行ってしまったと言っているのを見た。

BACK INTO ENGLISH

I saw her saying she was gone.

INTO JAPANESE

私は彼女がいなくなったと言っているのを見た。

BACK INTO ENGLISH

I saw her saying she was gone.