The issue here is with the last two, where you should use ‘tell’ instead of ‘say’, and reframe the sentence:
‘Please tell him to go’
You can use say to convey instructions via a third party, e.g ‘say to him that I will wait for his answer’, but where it is an instruction, like ‘go’, tell is the only option between the two words.
Also take instead of ‘took’, as Naomi said.