"Did you say that you could never lose?"
Translation:Heb je gezegd dat je nooit zou kunnen verliezen?
The conjugated verb in the sub clause is the auxiliary "zou", which needs to be combined with an infinitive: that's "kunnen" not "kan". "Kunnen" is then combined with the infinitive "verliezen".
There is the option of saying:"Heb je gezegd dat je nooit verliezen kan?", but that means "Did you say that you can never lose?"