This is a very confused question. Let's take it one thing at a time:
Is it possible to use modal verbs in Past Perfect?
This question has no answer because
- There is no Past Perfect Tense in English.
- Modal verbs are not inflected for tenses anyway.
So, on the face of it, the answer to that question, asked that way, is No.
However, that doesn't appear to be what the OQ is really asking about, as the next part shows.
I know we can use modal verb + perfect infinitive to talk about the past, e.g.
- I shouldn't have said that.
That's a perfectly grammatical sentence, but the modal verb (should) is not the main verb (said).
Instead, the modal verb comes first in the verb chain, as it must.
Modals are defective verbs, i.e, they don't have infinitives or participles or any other inflected forms,
so they can only occur in one slot in the verb phrase: as the first auxiliary verb, followed by an infinitive.
I.e, the following are all ungrammatical, because the modals are inflected:
- *I musted go yesterday. (past tense)
- *She has never could do that. (perfect construction requires past participle)
- *He is still shoulding do that. (progressive construction requires present participle)
However, any verb phrase construction can have a modal at its beginning. Indeed, some people call constructions with the modal will (and occasionally shall, though not in America) the "Future Tense", although (a) it does not always refer to the future, (b) it is not the only, or even the most common, way to refer to the future, and (c) will is just another modal auxiliary, and behaves exactly like other modals, which can all refer to the future.
This is Past Simple tense, isn't it?
No. In the example sentence, there is no past tense morpheme. Should is a modal with no tense inflection, have is an infinitive required by a modal, likewise without tense, and said is the past participle form required by have in the perfect construction.
Participles and infinitives are untensed; they form non-finite clauses. Present and past verb forms (what some have apparently been taught to call "present simple" and "past simple") are the only tensed verb forms in English, and they are required in all main clauses, and all finite, or tensed, subordinate clauses -- unless the verb phrase in the clause begins with a modal auxiliary.