Learn English – Comma or full stop after ”come on”

In this case, "okay" is being used as an interjection, and should therefore be separated from the rest of the sentence by a comma for a short pause and a period for a longer one. For interjections, one can choose among a comma, period, and exclamation point. "Don't worry" and "no problem" are also being used, in this case, as interjections, so commas can work.

Personally, I'd use a comma for a very short pause, a semicolon for a longer one, and a period for a significant pause.

"He said 'Not now.'" I couldn't find an answer I'd feel comfortable definitively quoting, but here and here are what I could find.

"I feel tempted to say 'Just drive' like they do in movies." No, you don't need to put a comma there. My feeling is that in theory you could put one, depending on the context, but you're better off without. I don't think it should be capitalized either.

"E.g. 'I'll be there in ten minutes,' he said." Indeed, if you don't have any other closing punctuation you should put a comma in.