In the case of Interrogative sentences like this, "said" in Direct Speech is changed into "enquired (of)", "wanted to know", "asked", etc.
In Indirect speech, the verb is always placed after the subject, unlike in Direct Speech.
If there is a question in the Direct Speech whose answer can come as "Yes" or "No" in the Indirect Speech, we should use the conjunctions "if" or "whether".
For example:
Ravi said to me, "Is she studying?" (Direct Speech)
Ravi asked me if she was studying. (Indirect Speech)
Also, the sentence in the Direct Speech is in the Simple Present tense. So, the tense in the Indirect Speech should be in the Simple Past tense.
The following things in the sentence should change when changed from Direct speech to Indirect Speech:
Said to-Asked/enquired
Do-If
Accordingly, the sentence that follows the above rules of Indirect speech is "Kanhaiya asked me if I wanted to sing."
Hence, the correct answer is option (d).