Hey there.
Firstly, the particle o is never written as お but always as を (wo). 'Chili' should also be written in katakana because it's a loanword, and you're probably better off using the term 'no chili sauce' (のチリソース) so your meaning is clear. The plain past tense of iu is 言った (itta).
The literal way to say what you want is:
「えびのチリソースを大好き」と (この子は) 言ったと 思います。
"ebi no chiri soosu o daisuki" to (kono ko wa*) itta to omoimasu.
"That kid said he/she likes eel chili, I think."
A more natural way to say it is:
「えびのチリソースを大好き」って (この子は) 言ったでしょう。
"ebi no chiri soosu o daisuki" tte (kono ko wa*) itta deshou."
* "Kono ko wa" can be omitted if it's already been made clear whom you're talking about.
The second sentence means something more like, "That kid said he/she likes chili, didn't he/she?" The "Kono ko wa" can also be moved to the beginning of the sentence, but I prefer to put it right after the quote to make the meaning more clear. It's a preference thing though. If you like, you can change it to,
この子は 「えびのチリソースを大好き」と 言ったと 思います。
kono ko wa "ebi no chiri soosu o daisuki" to itta to omoimasu.
and the meaning is still the same.