Question

He said to me go home at once (change narration)

Answer 1

Given sentence is in
Direct speech
We are changing the narration into Indirect speech.

While changing, convert 'said to' into 'told'
But given sentence is command so we will use either commanded or ordered

Given sentence seems command so instead of 'that' we will use 'to'

So the answer for your question ' He said to me," Go home at once" is

He commanded me to go home at once.

Hope it helps dear friend ☺️✌️✌️

Answer 2

He advised me to go home at once.