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Які - the relative pronoun

Які means which or who, and it behaves as an adjective: it takes its gender and number from the noun it refers back to, but its case from its own clause. That split is the whole difficulty.

• Кніга, якую я чытаю - the book that I am reading. Feminine from кніга, accusative because it is the object of чытаю.
• Чалавек, які прыйшоў - the man who came. Masculine, and nominative because he is the subject of прыйшоў.
• Горад, у якім я жыву - the town I live in. Masculine, locative after у.

Што for reporting

Што introduces a reported statement, ці a reported yes/no question:

• Ён кажа, што прыйдзе. - He says he will come.
• Я не ведаю, ці ён прыйдзе. - I do not know whether he will come.

The tense does not shift

English moves a reported verb one step back: he said he was coming. Belarusian keeps whatever the speaker actually said:

• Ён сказаў, што прыйдзе. - He said he would come (literally: that he will come).
• Яна сказала, што хворая. - She said she was ill (literally: that she is ill).

Shifting the tense back, as English does, produces a sentence that means something else.

Other subordinators

дзе where, калі when, чаму why, як how, колькі how much - all keep the direct-question word order. There is no inversion to undo.