我明白你的意思.
1 He said (THAT) on the morning of the murder the train did not run at all --------仍然是did,因为句子裏面有了特指的过去时间------on the morning of the murder-------根据语法规律,应该是did.
2 He said (THAT) the train had not run at all --------- 这里应该是过去完成时,因为去掉了on the morning of the murder-------没有特指的过去的时间,就应该是过去完成时.