I found the natives pronounce 'saya' as 'saye'. So, most of the time, 'a' vowel at the end sounds like 'e' rather than 'a'. For example, saya rasa sejuk, but it sounds like saye rase sejuk.

Saya is right, it mean me. I guess saye is typo error.

Saya --> formal Saye --> informal, common used in daily conversation

"Saya" is the correct word, which pronounce "ya" at the end of the word. In your case, hearing "ye" as the end sound, maybe is because "ye" sounds softer than pronouncing "ya". And when we spoke to the elders, we try not to speak our word in a strong way, so "ye" had somehow replace the "ya" sound. Just some of my thoughts.

The right is 'Saya'. In the Malay language letter A at the end of the regular word is pronounced with the letter E. But the writing still use the letter A.