I don’t know if Tesla has ever said anything like that. Yugoslavia was under communism for almost a half a century. During that time Communists came up with all kinds of lies and, apparently, one of those is about Tesla saying about Croatian homeland.
Croatia did not exist as a country at the time Tesla was born in that part of Austria, Austro-Hungarian empire.
Wikipedia quotes books (that I haven’t read) about the communists involvement in manipulating Tesla.