Here are some possible ways the phrase could be completed and punctuated, depending on the meaning:
1. "That nasty Majid said he is not coming." (This is a statement about Majid's absence.)
2. "That nasty Majid said he is not going to do it." (This is a statement about Majid refusing to do something.)
3. "That nasty Majid said he is not the one who did it." (This is a statement about Majid denying responsibility.)
4. "That nasty Majid said, 'He is not here.'" (This is a statement about Majid reporting someone else's absence.)
5. "That nasty Majid said, 'He is not guilty.'" (This is a statement about Majid defending someone else.)
Please provide more context, and I'll be happy to help you punctuate it correctly.