"I mean"= this is what I think.
Example: What do you mean by saying this coat is too expensive?
I mean that I cannot afford to buy it.
"in other words= another way of saying something
Example: In other words, I am too poor to buy that expensive coat.
"that is" = to point out something
Example: That is a cat. That coat is too expensive.
"that is to say" = to repeat something/so this is what you mean
Example: That is to say, you cannot afford to buy this expensive coat?
Yes you are right. I cannot afford it.