A question on reporting Imperatives with "please"

Hello teachers,
If I'm not mistaken, to change imperative direct speech sentences into reported speech ones the structure is:
Tell + object pronoun + infinitive.
I know that tell is used among other verbs to report imperative sentences.
Eg.
Direct Speech:
The father said to Tom, "Study English!"
Reported Speech:
The father told Tom to study English.

This one is a polite request, but in the following example for reported speech we have "please" after "to". If the rule says we have to use the infinitive after the object pronoun, do we use "please" here because the speaker wants to say that it was a polite request?
Eg.
Direct speech:
The policeman told us, " Please keep moving."
Reported speech
The policeman told us to please keep moving.

On the other hand, can I use 'request' like in the example below to show that it was done in a polite manner or should I also use 'please' in my indirect sentence to show that politeness?

Direct: He said to Mary, “Please wait here till I return.”
Indirect: He requested Mary to wait there till he returned.

Thanks in advance.