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I think italics would be perfect. It makes total sense that the protagonist is recalling what someone else said — it's sort of an in-line flashback. Otherwise, how are you going to indicate that it...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/9357 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/9357 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
I think italics would be perfect. It makes total sense that the protagonist is recalling what someone else said — it's sort of an in-line flashback. Otherwise, how are you going to indicate that it's remembered dialogue? Quote marks make it look like An-Mei is there, speaking, when she's not, and a lack of any marking looks like a mistake. You can leave in the credit or not; I generally like to err on the side of clarity, and I think here it reads fine to leave it in.