1) You can't really change it to a "dass" subclause. "Dass" is used for subclauses that report a fact (or similar). But "zu + Inf." is for subclauses that contain a goal or purpose (or similar). And "versuchen" (to try) is always about a goal or purpose, never about a fact, so you can't use "dass".
You can change the verb, though:
Sie sagen, dass sie ihren Streit beigelegt haben.
Note the use of Perfekt for a completed action.
2) Again, it's difficult to change a subordinate construction into a parallel construction (two main clauses). The meaning won't be the same. If a change of meaning is ok, you can replace the subclause by a pronoun:
Sie legen (vielleicht) ihren Streit bei. Sie versuchen es (zumindest).