The correct option is C lest you should miss the first show
An adverb clause is a group of words containing a subject and a verb,
and it functions as an adverb, by modifying an adjective, verb or an
adverb. Adverb clauses generally begin with a subordinate conjunction
(since, because, while, etc.).
Option C is correct because it is an
adverb clause of purpose, 'lest...should' is a pair of
conjunctions that refers to a purpose: 'avoid missing the show'.
Option A is incorrect because it is an infinitive phrase, not an adverb clause.
Option B is incorrect because it is a phrase, not a clause.
Option D is incorrect because the answer lies in C.