I was thinking about you when you came сделать предложение в косвенную речь

I was thinking about you when you came. - Я думал о тебе, когда ты пришел.

She said that she had been thinking about me when I had come. - Она сказала, что она думала обо мне, когда я пришел.

The first sentence is direct speech. The second sentence is indirect speech. When we change direct speech into indirect speech we make some changes. We change tenses. Present tenses are changed into past. The first person is changed into the third person. In the first sentence, the first part is Past Continuous which is changed into Past Perfect Continuous. The second part of the sentence is Past Simple and we changed it into Past Perfect. I is changed into she and you is changed into I.