phil96 wrote:How might a change in the subject be indicated? For instance if it were (b), "He told me that he had heard his wife shouting in a rather loud voice that she did not have enough money to go to Rome straight away; and that she was not able to find any by the next day."? Because this is a sentence with nested indirect statement, wouldn't "she" also be "se" in the inner context?
I was afraid you would ask me that

But seriously, that is the right kind of question to ask in order to master the distinctions being made.... Now that I'm re-reading the sentence several times, I think it has more to do with the overall semantics of the situation, as well as the referent of
eam, then it does with
se. In the first place, if the woman/wife is shouting, "I don't have enough money to go to Rome straight away," she is making a statement about the time of speaking; so it would be impossible for her to follow it up by saying, "But the next day I was not able to find any." There could be no "next day" intervening between the first clause and the time speaking, because the two times are identical. Secondly, my sense is that
eam needs to refer to some definite entity that was mentioned in the first clause; but that clause did not actually refer to any
pecunia, it negated the existence of
satis pecuniae. So in summary, your example (b) doesn't make much sense for extra-linguistic reasons. But if someone wanted to say something along those lines, they would have to structure the sentences much differently. For instance, I could envision someone uttering something like this:
Mihi dīxit sē audīvisse fēminam altiōre vōce clāmantem satis sibi pecuniae illō diē nōn fuisse ut Rōmam sine morā īret; neque proximō diē plūs invenīre potuisse.
'He told me that he had heard the woman shouting loudly that she had not had enough money to go to Rome straight away on that (previous) day; and that she had not been able to find any more the next day either.'
I think that by not repeating
sē in the second part, we can show that
fēmina remains the subject. The contrast is between the two different days.
phil96 wrote:As a side-note, do Cicero and others of the time often pepper their writing with greek words?
Yes, Cicero does quite a lot; but mainly in his personal letters, not in the philosophical treaties or public speeches.