Would this sound the same as אני אומר לו?
It does sound the same, but it means two different things. אני אומר לא means I say no. Whereas, אני אומר לו means I say to him.
Whats the difference between
אני אןמר לא And אמרתי לא
I just realized that אני אומר לא is not the same as אני לא אומר. the former means I say no while the latter means i don't say
Would "I'm not saying" then be "אני לא אומר"?
Yes.
I put in "I don't say". Would this work?
No. "I don't say" would be "אני לא אומר." The sentence should be read as "אני אומר ״לא״."