Le dije a mi escolta que no me siguiera cuando salgo a cazar.
I told my bodyguards not to follow me when I go hunting.
As I haven't learnt about the reported speech in Spanish, I have a question: if there is a subordinate clause "cuando salgo a cazar" in the sentence above, should the verb form be changed accordingly to "salí a cazar", or would it change the meaning of the whole sentence to:
I told my bodyguards not to follow me when I went hunting.
I wanted "salir" to refer to such situations in general, not only to this particular situation.