不能省,but 后面加从句,从句改变顺序为he actually said was what.如果不加what,was就没有意义了.
如果不想要what,就要把这个句子拆成两个单独的句子.We all know what the poor man should have said,.He actually said ：“”.he actually said是作what的定语?不是，what he actually said 是what引导的主语从句。