This is the future tense section, but is it still wrong if I translate is as "they say that they should hurry up"? Did I get it right, that "ska" can mean "should" in this case as well?
Ska can mean should when you phrase it as a question, till exempel "Ska jag skynda mig?"
I think "They say that they should hurry up" would translate to "De säger att de borde skynda sig".
That's indirect speech, so why not "They say that they would hurry up" or "They say they were going to hurry up"?