Who ___________ was coming to see us this evening?

Correct sentence: Who did you say was coming to see us this evening?

Why this is correct:

• The auxiliary 'did' is required to form a past simple direct question, so 'did you say' provides the correct question structure.

• 'Who' is the subject of the subordinate clause 'was coming to see us this evening'. The sentence combines a main question clause ('did you say') with that subordinate clause.

• Using 'you said' without 'did' does not invert the auxiliary and subject, so it does not form a proper direct question.

• Adding 'that' (as in 'did you say that') is unnecessary here because the wh-word already introduces the subordinate clause; omitting 'that' is more natural.

• Using 'had you said' (past perfect) changes the time reference and is not appropriate for this simple past question.

Conclusion: 'did you say' correctly forms the past simple question and fits the sentence structure, so it is the best choice.