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I recently saw a sentence like this:

I thought that I can't do it alone, but he convinced me that I should at least try.

I am almost sure that we can't remove the second 'I' and change the sentence to:

I thought that can't do it alone...

but someone argued that it's possible. I thought about it a lot but couldn't come up with a grammatical explanation to prove that we can't remove the second 'I', despite the fact that I don't remember seeing such a sentence and it just seems wrong to do it.

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    No, I don't think ellipsis works this way. – M.A.R. Aug 18 '16 at 18:01
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First, since 'thought' is past tense, you must have agreement with 'can't'. I've changed the sentence as follows:

I thought that I couldn't do it alone.

Removing the second I will invariably change the meaning. At the moment the sentence means that you in particular cannot do this task. Maybe you are not strong enough or lack a particular skill. We can remove the I but it will change the meaning.

I thought that couldn't be done alone.

or

I thought that it couldn't be done alone.

Without the 'I' the sentence is no longer speaking about yourself in particular but of all people. This sentence means that you previously thought that this task was impossible to do alone, but now you think otherwise.

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    Are you certain that the version with "can" is ungrammatical Phil? Also in your second example, I'm fairly certain "that" is the subject of the second clause, not a relative pronoun. – M.A.R. Aug 18 '16 at 18:15
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    @DEAD It's pretty odd sounding to me with "can't"... You could certainly use a direct quote to use "can't"... I thought, "I can't do this alone"... – Catija Aug 18 '16 at 18:36
  • @DEAD I can't find a direct source online, I've found some forum posts that support "can" as being an error, as well as some book references that support Catija's opinion that a quote would work. Additionally, a similar question here: ell.stackexchange.com/questions/65854/… – Phil Aug 18 '16 at 18:52
  • What I'm indicating, Phil, is that "can" may sound extremely unnatural and odd, but it may not be ungrammatical. – M.A.R. Aug 18 '16 at 19:22
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In the sentence "I thought that I can't do it alone...", the word "that" is functioning as a conjunction. When used as a conjunction, the subordinate clause that follows requires a subject. Thus you are correct. You can't remove the second "I".

There is a similar form, in which "that" functions as a pronoun. For example 'I thought "that can't be done"'. (Quote marks inserted here to indicate direct internal dialogue.) Here "that" is a demonstrative pronoun that refers to the thing that is thought to be impossible.

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