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I believe that the sentence "A su muerte, pidió que se le enterrara en secreto" can be translated as "At his death, he asked that he be buried in secret."

I also believe that se ... enterrara is a passive voice construction which could be replaced with fuera enterrado with appropriate reordering. However, the place of le following se confuses me. Typically le is an indirect object pronoun, but I believe it is playing the role of he in the translation he be buried, which seems to me to be the direct object, and hence I would default to lo rather than le.

Perhaps what might clear this up for me is that if I change this into active voice (with Google's help...), I think it could be correctly written as: "A su muerte, le pidió que fuera enterrado en secreto." Now with the placement of le preceding pidió, perhaps le is playing the indirect object for some abstract/unnamed third party to whom the request is being made (e.g., ..he asked unnamed third party to bury him..); but if this is the case, then why se le ordering in the original sentence?

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"(que) se le enterrara en secreto" is, in fact, a passive clause, and is correctly translated as proposed: "(that) he be buried in secret."

Being passive and in the absence of any noun or noun phrase that could be the direct object (as in: "que se le diera sepultura", in which case sepultura would be the direct object and le the indirect one), "le" has to be the direct object. The question is, then, why we use "le" (which usually substitutes for the Indirect Object) rather than "lo" (the typical marker of the Direct Object). The answer can be found here where, under 4(f), we find that this use of "le(s)" standing for the direct object is a case of leísmo typical of passive constructions with se when the direct object is masculine:

f) Es habitual que en las oraciones impersonales con se (→ se, 2.1a) el complemento directo, especialmente cuando es masculino, se exprese con las formas de dativo y no con las de acusativo, como correspondería a la función desempeñada: Se le considera el mejor actor de su tiempo; Se les vio merodeando por la zona. Parece demostrado que este tipo de oraciones se construían originariamente en castellano con pronombres de dativo. El uso de le(s) se ha mantenido mayoritariamente, tanto en España como en gran parte de América, cuando el complemento directo es masculino: «A su bisabuelo hoy no le hubieran permitido vivir como vivió: se le consideraría como un ejemplo de inmoralidad» (TBallester Filomeno [Esp. 1988]); «Se le vio [al niño] algunas veces contento» (VLlosa Tía [Perú 1977]); «Se le obligó a aceptar el régimen de encomienda» (Fuentes Ceremonias [Méx. 1989]); «En los puertos y rincones del Caribe se le conoció siempre como Wito» (Mutis Ilona [Col. 1988]); «Al rey se le veía poco» (UPietri Visita [Ven. 1990]); sin embargo, cuando el complemento directo es femenino, lo normal es usar la(s): «Se la veía muy contenta» (VLlosa Tía [Perú 1977]); aunque no faltan ejemplos de le(s): «Tan enamorada se le observaba, tan desencajadamente arrebolada se le veía» (Vergés Cenizas [R. Dom. 1980]). Se trata, pues, de un caso especial en el que se emplean desde los orígenes las formas de dativo en función de complemento directo. No obstante, muchos hablantes, conscientes de que la función que cumple el pronombre en ese tipo de oraciones es la de complemento directo, emplean en estos casos los pronombres de acusativo, uso generalizado en los países del Cono Sur: «Se lo veía zigzaguear entre los autos» (Cortázar Reunión [Arg. 1983]); «¡No se lo puede andar molestando por trivialidades!» (Magnabosco Santito [Ur. 1990]); «Nunca se lo vio ladrar ni gruñir» (Allende Casa [Chile 1982]).

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This is a clear case of leísmo:

Leísmo ("using le") is a dialectal variation in the Spanish language that occurs largely in Spain. It involves using the indirect object pronoun le in place of the (standard) masculine direct object pronoun lo, especially when the direct object refers to a male person.

Your first translation is right: le refers to the one asking to be buried, it is the direct object and it should indeed have been written lo; but, as explained in the Wikipedia page and even in Gustavson's answer, there are some cases where this incorrect use of le is accepted and even sanctioned.

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My suspicion about the usage of se le instead of the more strictly correct se lo is to avoid confusion with other possible meanings: se lo is also used in reflexive sentences (e.g. Tomó el sombrero y se lo puso en la cabeza) and in transitive sentences with both direct and indirect objects (e.g. Vi el sombrero que llevaba puesto y se lo quité). This latter case is more successfully dealt with in French (le lui).

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