Translation:What was she saying?
For anyone wondering, 申す（もうす） is the 謙譲語（けんじょうご, humble language) form of the verb 言う（いう）. More info about keigo here: https://en.wikipedia.org/wiki/Honorific_speech_in_Japanese
"ました" makes this sentence past tense so "what is she saying" can't be a viable translation. I am a little confused about how ~っていました is used here as I had never seen it with 言う before. My best guess would be if you are asking about something she JUST said. Also, yes you can. That is actually how I had always seen this question prior to Duo.
This was my initial assumption, but reading these comments, I don't think so.
何を言っていましたか is "what were they saying?"
何と言っていましたか is "were they saying 'what'?"
Slight difference, but if the と particle is really a quotation marker, the 2nd seems like how it should go. If not, then how would you say that?