It has been my experience that gerunds can pretty freely introduce subordinate clauses.
For example, in Livy, Ab urbe condita 3.39.2, the ablative of the gerund introduces an indirect command (as in your first example):
L. Valerium Potitum proditum memoriae est post relationem Ap. Claudi, priusquam ordine sententiae rogarentur, postulando ut de re publica liceret dicere, prohibentibus minaciter decemviris proditurum se ad plebem denuntiantem, tumultum excivisse.
It's a matter of record that, after Appius Claudius had made his motion but before the senators were asked for comments in order, L. Valerius Potitus raised an uproar by demanding that it be permitted to speak about the political situation, proclaiming that he would go before the plebs when the decemvirs blocked him with threats.
In Cicero, Tusculanae disputationes 5.68, in + the ablative of the gerund introduces an indirect question (as in your second example):
ex quo triplex ille animi fetus existet, unus in cognitione rerum positus et in explicatione naturae, alter in discriptione expetendarum fugiendarumque rerum ne vivendi, tertius in iudicando, quid cuique rei sit consequens quid repugnans, in quo inest omnis cum subtilitas disserendi, tum veritas iudicandi.
From this will arise a threefold production of the mind, one of which lies in a knowledge of things and in an explanation of nature; the second in the definition of the things that should be sought and avoided, and in a principle of living well; and the third in judging what consistency, what inconsistency each thing has, which contains not only all skillfulness of forming an argument but also accuracy of judgment.
In Pliny the Younger, Epistulae 9.27.2, the genitive of the gerund introduces an indirect question:
tantus audiendi quae fecerint pudor, quibus nullus faciendi quae audire erubescunt.
So great is the shame that people have of hearing what they did, though they had no shame of doing the things that they now blush to hear about.
And in Cicero, Epistulae ad Quintum fratrem 1.1.30, in + the ablative of the gerund introduces an object clause.
etenim si in promerendo ut tibi tanti honores haberentur quanti haud scio an nemini fuisti omnium diligentissimus, multo maiorem in his honoribus tuendis adhibere diligentiam debes.
In fact, if you were most diligent of all in earning that such great honors be paid to you as perhaps have never been paid to anyone, you should apply all the greater diligence in protecting those honors.
Incidentally, with regard to your comment about supines in u, even that's possible. For example, in Cicero, Pro lege Manilia 65, a supine introduces an indirect question:
difficile est dictu, Quirites, quanto in odio simus apud exteras nationes propter eorum quos ad eas per hos annos cum imperio misimus libidines et iniurias.
It's difficult to say, Quirites, in what great hatred we are held among foreign peoples because of the wantonness and injuries of those whom we have sent to them with imperium during recent years.
Really, then, for the question that you refer to, you would have been quite correct to answer, 'The main verb can be everything you want.'
