If two such actions are given in the Reported Speech which take place at the same time, the Past Indefinite or Continuous Tense does not change.

The Past Indefinite or Continuous Tense remains unchanged if two of these actions are mentioned in the Reported Speech that occur simultaneously.
Direct: Maahi said, “Rohan was dancing while Gopal was playing on a flute.”
Indirect: Maahi said that Rohan was dancing while Gopal was playing on a flute.