'What did they tell?' ? I reported it but I am not sure (I am a non-native speaker).
You're right, it's a correct translation too.
"What did they tell?" sounds unnatural to me. I've never heard anyone say that as a native speaker. "What did they say?" is much better.
Is also possible to translate as "What were they saying"
No. What were they saying = Що вони казали (without С)