Does Paul ever actually quote Jesus anywhere as a primary source?

Luke records in Acts 9 that Paul heard Jesus say "Saul, Saul, why do you persecute me? It is hard for you to kick against the pricks." Additionaly, if you interpret "lord" to refer to Jesus in 2 Cor 12:7, then Paul also quoted Jesus as saying "my grace is sufficient for you." These Paul seem to be the sole source of that statement. There are also several examples where Paul is clearly paraphrasing Jesus, especially his teachings in the Sermon on the Mount. In Ephesians 4 and Romans 12, for example (and perhaps coincidentally) Paul enumerates his points his the exact same order as Jesus in the sermon on the mount. 1 Cor 12, for another example, seems clearly to be reference to the parable of wise and slothful servants.

Paul is not "generally considered" to be the author of Hebrews. If there was a poll of Christians it is difficult to say how many would believe Paul wrote Hebrews, how many did not believe, and all those in the middle.

Though the King James Version calls it "The Epistle of Paul the Apostle to the Hebrews" that is the opinion of the producers of the KJV, it declares a certainty where there can be no certainty.

It is very obvious that the letter to the Hebrews must have been written before the destruction of the Temple in Jerusalem, and before 66 AD. It was written to try to persuade hesitating Jewish Christians to leave all and follow Christ, in particular, to leave the old way of worshipping God and take up the new way. The old was good, but the new is better. Who would keep a candle burning to lighten up their room when the sun is pouring in through the window?

Hebrews 10:5-7 is not primarily a verbatim quote of Jesus, though His whole life was a declaration of the same sentiment. It is referring directly to Psalm 40:6-8. The author of Hebrews wants to show how the death of Christ is spoken of in the Old Testament, and how the substitionary death of the Messiah is what the OT is pointing towards.

Christ's death and not the OT sacrificial system centred on the Temple in Jerusalem is where the OT is leading towards. Once the Messiah has come, it is time to see the OT sacrificial system is no longer needed, and continuing to practice it is actually contrary to the will of God.

Does Paul ever actually quote Jesus anywhere as a primary source?

The short answer is possibly.

Since Paul was not a personal witness of Jesus' words, how could he quote him directly from his public ministry.

However, St. Paul is possibly seen as quoting Jesus on the Road to Damascus when he was converted but the author of the Acts wrote in the third person: Acts 9:3–9.

Although written in the third person here it is:

As he neared Damascus on his journey, suddenly a light from heaven flashed around him. He fell to the ground and heard a voice say to him, "Saul, Saul, why do you persecute me?"

"Who are you, Lord?" Saul asked.

"I am Jesus, whom you are persecuting," he replied. "Now get up and go into the city, and you will be told what you must do."

The men traveling with Saul stood there speechless; they heard the sound but did not see anyone. Paul got up from the ground, but when he opened his eyes he could see nothing. So they led him by the hand into Damascus. For three days he was blind, and did not eat or drink anything.

It is very conceivable that the Apostle St. Paul passed on this information first hand to the author of the Acts of the Apostles. Did St. Paul recount this event directly to St. Luke presumed author of the Acts of the Apostles does not mention. It is nevertheless possible.

Yet it does that the Apostle St. Paul did in fact quote Our Lord in 1Corinthians 11: 23-26. But this would have been recounted to him from one of the Apostles or Disciples of Jesus:

For I received from the Lord what I also handed on to you, that the Lord Jesus, on the night he was handed over, took bread, and, after he had given thanks, broke it and said, “This is my body that is for you. Do this in remembrance of me.” In the same way also the cup, after supper, saying, “This cup is the new covenant in my blood. Do this, as often as you drink it, in remembrance of me.” For as often as you eat this bread and drink the cup, you proclaim the death of the Lord until he comes.

For some people, it does seem that St. Paul does not directly quote Jesus:

Christians have long assumed that Luke’s Acts of the Apostles and Paul’s letters were written to illustrate and apply the things Jesus taught through His words and deeds. Both Acts and the epistles of Paul are Jesus-centered and consistent with all that Jesus taught. Acts describes the emergence of the apostolic church and Paul explains the principles of the gospel of Jesus Christ in ways that made them easily accessible to the diverse Gentile communities of the Roman Empire. In neither case would it have been practical for Luke or Paul to duplicate the detailed records of Jesus’ teaching and ministry that were cherished and carefully preserved by the church.

This argument that Paul must not have been concerned with Jesus as a real person because he didn’t quote Him is based on the underlying assumption that the Gospels’ description of Jesus isn’t accurate. Assuming that a miracle-working Jesus who claimed to be the Son of God with the authority to forgive sin could not really have existed, it offers an alternative explanation for how the Jesus tradition came into being. It claims that Paul created an entirely new religion about Jesus based on his own religious experience expressed in terms common to the religious and philosophical language of his day, transforming a popular teacher into a godlike mythological figure. It postulates that the whole Christian community eventually began to view Jesus in Paul’s mythologized way so that when the four Gospels were eventually written they didn’t contain accurate historical recollections of Jesus’ real life and deeds, but a collection of stories constructed around Paul’s imaginary Jesus.

Paul’s conversion occurred only two or three years after Christ’s ministry. Recent orality studies (studies of how group memories and traditions are preserved in predominantly oral cultures) have also shown that when a group considers a tradition worthy of preservation, it selects individuals to be the official representatives (tradents) of the tradition. These tradents are the experts entrusted with the responsibility to preserve and transmit the tradition. In the case of the early church, tradents listed by Paul himself in his epistles were apostles and eyewitnesses of Christ’s ministry. They included Peter, John the son of Zebedee, the rest of the Twelve, Jesus’ half brother James, Barnabas, Andronicus and Junia, and Silvanus. All of these eyewitnesses would never have allowed Paul to begin teaching something that changed or distorted the Jesus narrative. - Why Didn’t Paul Quote Jesus?

As for your question about Hebrews 10: 5-9, St. Paul would be quoting what one of the other Apostles passed on to him. Jesus himself is quoting Psalm 40: 6-8. Remember this was written for the Hebrew brethren.

5 Therefore, when Christ came into the world, he said:

“Sacrifice and offering you did not desire, but a body you prepared for me; 6 with burnt offerings and sin offerings you were not pleased. 7 Then I said, ‘Here I am—it is written about me in the scroll— I have come to do your will, my God.’”[a] 8 First he said, “Sacrifices and offerings, burnt offerings and sin offerings you did not desire, nor were you pleased with them”—though they were offered in accordance with the law. 9 Then he said, “Here I am, I have come to do your will.” He sets aside the first to establish the second.

Does Hebrews ever quote Jesus verbatim?

Hebrews 10:1-9 (DRB) For the law having a shadow of the good things to come, not the very image of the things; by the selfsame sacrifices which they offer continually every year, can never make the comers thereunto perfect: 2 For then they would have ceased to be offered: because the worshippers once cleansed should have no conscience of sin any longer: 3 But in them there is made a commemoration of sins every year. 4 For it is impossible that with the blood of oxen and goats sin should be taken away. 5 Wherefore when he cometh into the world, he saith: Sacrifice and oblation thou wouldest not: but a body thou hast fitted to me: 6 Holocausts¹ for sin did not please thee. 7 Then said I: Behold I come: in the head of the book it is written of me: that I should do thy will, O God. 8 In saying before, Sacrifices, and oblations, and holocausts for sin thou wouldest not, neither are they pleasing to thee, which are offered according to the law. 9 Then said I: Behold, I come to do thy will, O God: he taketh away the first, that he may establish that which followeth.

^{1 Archaic rendering meaning "whole burnt offering"}

St. Paul (almost unanimously the author according to the early Church, despite its being technically an anonymous Epistle) is not putting these words in the mouth of Jesus so much as He is relating the sentiment and mission of Jesus. Think of it as the metaphor of speech (where a metaphor says you are something, and this says you said something).

An analogy might be helpful.

Genesis 20:1-12 (DRB)

1 Abraham removed from thence to the south country, and dwelt between Cades and Sur, and sojourned in Gerara. 2 And he said of Sara his wife: She is my sister. So Abimelech the king of Gerara sent, and took her. 3 And God came to Abimelech in a dream by night, and he said to him: Lo thou shalt die for the woman thou hast taken: for she hath a husband. 4 Now Abimelech had not touched her, and he said: Lord, wilt thou slay a nation, that is ignorant and just? 5 Did not he say to me: She is my sister: and she say, He is my brother? in the simplicity of my heart, and cleanness of my hands have I done this. 6 And God said to him: And I know that thou didst it with a sincere heart: and therefore I withheld thee from sinning against me, and I suffered thee not to touch her. 7 Now therefore restore the man his wife, for he is a prophet: and he shall pray for thee, and thou shalt live: but if thou wilt not restore her, know that thou shalt surely die, thou and all that are thine. 8 And Abimelech forthwith rising up in the night, called all his servants: and spoke all these words in their hearing, and all the men were exceedingly afraid. 9 And Abimelech called also for Abraham, and said to him: What hast thou done to us? what have we offended thee in, that thou hast brought upon me and upon my kingdom a great sin? thou hast done to us what thou oughtest not to do. 10 And again he expostulated with him, and said, What sawest thou, that thou hast done this? 11 Abraham answered: I thought with myself, saying: Perhaps there is not the fear of God in this place: and they will kill me for the sake of my wife: 12 Howbeit, otherwise also she is truly my sister, the daughter of my father, and not the daughter of my mother, and I took her to wife.

Here, Abraham is quoted as having spoken (the Hebrew literally says, "and Abraham said, 'For I said,...'") the words, "Perhaps there is not the fear of God in this place: and they will kill me for the sake of my wife," although these words merely capture Abraham's thoughts, and are not a literal quotation of what Abraham actually spoke. Cf. Romans 10:6-8.

In a similar way, Psalms and other passages of Scripture can be put in the mouth of Jesus, not as a literal quote, but as pointing out that Jesus best fulfills the Scripture referenced (exceptions are of course instances where the narrative indicates, being a history of events, that He uttered certain words or quoted certain Scriptures).

Thus, Hebrews is saying that Jesus' mission and life can be summed up in the words, "Sacrifice and oblation did not please thee, but a body thou hast prepared for me," because Jesus came to be the end of sacrifices, being the ultimate Sacrifice.

Does St. Paul ever quote Jesus?

I personally know of of only two instances where St. Paul quotes Jesus directly, having been taught it by Tradition:

Acts 20:35 (DRB) I have shewed you all things, how that so labouring you ought to support the weak, and to remember the word of the Lord Jesus, how he said: It is a more blessed thing to give, rather than to receive.

1 Corinthians 11:22-25 (DRB) What, have you not houses to eat and to drink in? Or despise ye the church of God; and put them to shame that have not? What shall I say to you? Do I praise you? In this I praise you not. 23 For I have received of the Lord that which also I delivered unto you, that the Lord Jesus, the same night in which he was betrayed, took bread. 24 And giving thanks, broke, and said: Take ye, and eat: this is my body, which shall be delivered for you: this do for the commemoration of me. 25 In like manner also the chalice, after he had supped, saying: This chalice is the new testament in my blood: this do ye, as often as you shall drink, for the commemoration of me.

There are of course probably too many instances too enumerate where St. Paul alludes directly or indirectly to the words and teaching of Jesus, but that is not direct quotation.

However, to suppose that what we have in the New Testament comes close to capturing the majority of the teaching of St. Paul and the other Apostles contradicts basic common sense: the content of the Epistles themselves assume that teaching had already taken place and that they merely supplement and correct errors and build up faith—they are not the first or last time St. Paul teaches to the churches, nor the only churches he taught. Moreover, the most ancient liturgies, as evidenced in the apostolic fathers, indicate that reading the words and sayings of Jesus in the Gospels and Epistles was normative for the liturgy of the Eucharist, and thus before this point, 2 Timothy 2:2's core modus operandi would have been in force to the effect that those who heard Jesus would have related his words to the first bishops and their successors, even before the Epistles and Gospels, in order for them to be taught if not read from each week.