OK - this is one that comes up regularly on the forum, variously worded (and therefore not easy to search for) - you’re by no means the first person to find it confusing!
In English we generally have to use a past tense after ‘said’ etc., but that doesn’t actually necessarily reflect the original tense, it’s just what we do:
“I want a cup of tea” - She says that she wants a cup of tea.
“I want a cup of tea” - She said that she wanted a cup of tea.
So English usually changes ‘want’ to ‘wanted’ when we report it, not because what was actually said was different, but just to match the tense of the reporting verb ‘said’. We’re not actually adding any extra information about when it happened - as we would be if it were “She said that she had wanted a cup of tea, but…” - it just sounds as though we are.
In Welsh the construction uses a verb-noun, which works a lot like the English infinitive “to be” - whenever this comes up I’m forever quoting an example in English from the King James Bible where, instead of the usual “thinking that he was the gardener” it says “thinking him to be the gardener”.
So we have:
“I want a cup of tea” - He says him to want a cup of tea.
“I want a cup of tea” - He said him to want a cup of tea.
Just as in English, it’s only the say/said bit that really gives you the tense - the rest doesn’t add any more time information. In English it changes anyway, because those are the rules for English: in Welsh it doesn’t, because those are the rules for Welsh.