Reporting the direct speech we follow the rule of "one tense back".
Since that we are able to use Past Perfect instead of Past Simple as well as leave it the same. The Past Perfect tense stays the Past Perfect.
I saw the we can leave the Past Continuous the same. I found the example where it becomes Past Perfect Continuous, though.
"I was getting bored lying on the beach", Mrs.Jones said.
So, which one would be better:
- Mrs.Jones said (that) she was getting bored lying on the beach.
- Mrs.Jones said (that) she had been getting bored lying on the beach.