I'm afraid I don't really understand your first point:

"reval" only evaluates the code and then returns the value.

So using the "say" doesn't work because it evaluates to nothing, and returns nothing.

As my example showed, the code is never evaluated because it fails to compile due to say not being recognized. My attempt at enabling the feature in the Safe compartment via use feature doesn't work.

It works in a standard eval:

$ perl -e 'eval q[use feature qw[ say ]; say "hello"]'
hello
[download]

The code in your update shows the same problem that I'm struggling with, namely that use feature is not enabling the feature in the Safe compartment.

Perhaps I should rephrase the question: how does one get use feature to work in a Safe compartment?