What sentence is correct?

"Mrs. Emmanuel said," Many birds fly south for the winter. The cold winter nights are hard on them.

Mrs. Emmanuel said, "Many birds fly south for the winter. The cold winter nights are hard on them."

Mrs. Emmanuel said that many birds fly south for the winter since the cold winter nights are harsh.

Mrs. Emmanuel said, "Many birds fly south for the winter." "The cold winter nights are hard on them."