Looking on the internet deeply has found these results:

he shouted don't do that is the most popular phrase on the web.

he shouted that don't do that 10 results on the web	he shouted don't do that 13 results on the web More popular!
Some examples and use cases from the internet:	Some examples and use cases from the internet:
It doesn't look like this phrase is very popular! The search could not find any examples on the internet.	Oct 24, 2011 ... He shouted. "Don't do that!" He ran to her, trying to grab her before she fell back. Just before he managed to grab her by her dress, she slipped ... Mar 22, 2013 ... When the chief cook saw me doing so, he shouted, “Don't do that; that's the grapefruit juice!” He then ordered me to taste it, and I, who hates ... He shouted, "Don't do that." I tried to tear away from him but his grip on my arm was firm. "Shoot the gun," the judge said. Papa shot time after time. It was useless ...

he shouted that don't do that

10 results on the web

he shouted don't do that

13 results on the web

More popular!

It doesn't look like this phrase is very popular! The search could not find any examples on the internet.

Oct 24, 2011 ... He shouted. "Don't do that!" He ran to her, trying to grab her before she fell back. Just before he managed to grab her by her dress, she slipped ...
Mar 22, 2013 ... When the chief cook saw me doing so, he shouted, “Don't do that; that's the grapefruit juice!” He then ordered me to taste it, and I, who hates ...
He shouted, "Don't do that." I tried to tear away from him but his grip on my arm was firm. "Shoot the gun," the judge said. Papa shot time after time. It was useless ...