This looks more like an attempt to use tenses rather than to communicate... That usually make bad English.
Firstly there is no need for the past perfect "hadn't you said". The past perfect is rare, and you should often just use the past tense instead.
Why didn't you say...
Also "tell" is a better verb than "say" in this context
Why didn't you tell me...
Now since the question is about back shifting. This is generally optional, and in this case, if he had arachnophobia before, he still has arachnophobia now. So it makes sense to use a present tense
Why didn't you tell me that you have arachnophobia before we went there?
If you still want to use past perfect, it may be possible to use something like
Why hadn't you told me about your arachnophobia?
(But I still prefer this in simple past)