"reply saying" is correct and usable in written English.
You can use it when you are asking someone to give a response or answer. For example: "Please reply saying whether you can attend the meeting or not."
Morgan attempted to reply, saying: "If they're interesting enough..."...
She wrote him in reply, saying about Hardwick, "You have changed her letters.
Seconds later comes a reply saying whether the drug is genuine.
"We received a reply saying that Mr Abramovich doesn't help the poor," she said.
The responses were relentlessly positive, with one typical reply saying: "Money and material success aren't important".
He posted a reply saying that Hinduism was too "tribal" and "self-enclosed" to claim ownership of yoga.
We will quietly reply, saying the logo has nothing to do with racism or any political connotation.
I did reply saying I was looking forward to playing in the tournament and to working under him.
He wrote a cordial reply saying that he seldom worked there now, but he was sure something could be arranged.
Mr. Caganoff was quick to reply, saying that he would marry "if the right girl came along".
To my surprise, a week later I received a reply saying they would be very pleased to accept my offer.
