All 3 are grammatically correct with slightly different time frames.

I would use the last one during some exams.

The last two are perfectly fine but means slightly different things. The first one I am not sure is technically correct but it is so common to be accepted without question. None of them stand out as mistakes.

He said that he never saw him before. [This is probably not good grammar, although Americans say this al the time.] He said that he has never seen him before. [This is correct if referring to the past and including the present.] He said that he had never seen him before. [This is also correct if referring to a period in the past that does not include the present and is finished or defined.] Let me know if you have any questions.