Sorry, the question was pretty much confusing at best. Rather then editing it I decided to rephrase it from scratch.
There are times when you're not quoting a person (or a book). Let me borrow a sentence given by @Peter_Browning here:
Should I ask my crush out by saying "will you date me?"
Another example would be:
Here we would say: And that's what you're supposed to provide.
You can't go with "I was shared a document."
By the way, do note the quotes are missing here.
So, I'm talking about cases, when you give an example, say what you would say under certain conditions, ask what you should say, what you will say, tell what someone should say. And the question is, "What's the name?" Is it a direct speech? Does it have a name?
Then, shouldn't I use "," or ":" here? Like:
Should I ask my crush out by saying, "will you date me?"
Should I ask my crush out by saying: "will you date me?"
Should I start with a capital?
Should I ask my crush out by saying, "Will you date me?"
Should I ask my crush out by saying: "Will you date me?"
The other part was about question/exclamation marks, but that is not really related and might be too much for one question. Anyway, let me explain myself here.
Basically, it's about when they go inside/outside quotation marks. But the case I'm most interested in is when quote needs question mark, and the sentence itself needs exclamation mark (... "...?"!), or vice versa (... "...!"?) :) Those must be rare, so I'm rather curious.
P.S. And now I don't know which answer to choose... :(