The correct option is D No error
The option with the error is the correct option.
Option A: There
isn't any error in this part : "I asked him"; it's a clause that introduces a reported speech. Hence A is incorrect.
Option B: Similarly, "what had brought" also has no error.
Hence B is also incorrect.
Option C has no error; 'him' is an object of the verb 'brought' and 'there' is an adverb of place.
'What had brought him there' is in indirect or reported speech, hence the tense is changed to past perfect 'had brought', which is different from the simple past tense in the first part (asked).
Option D is the correct one because this sentence has no error in it.