Before changing the narration, optative sentences are first converted to assertive sentences.
"I am dead man, Hardy," said Nelson, "I am going fast, it will be all over with me soon. Let my dear lady have my hair and other things belonging to me."

Explanation

Nelson called Hardy near him and told him that he was a dead man and he was going fast because it would be all over with him soon. So he requested Hardy to let his dear lady have his hair and other things belonging to him.