Mr. Tom So the only advice I have for you is not to give up. Use this one.
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Mr. TomSo the only advice I have for you is not to give up.Use this one. The negation of an infinitive starts with "not to"; however, there are some people who don't object to the word order "to not".
Mr. TomThe only advice I have for you is "Don't give up."I would use this one with the capitalization as shown.
Mr. TomAre both of these OK?Yes, both are OK, and they are equally natural to my ear.
So the only advice I have for you is to not give up.
So the only advice I have for you is not to give up.