The correct option is C for/ without
When a question word is the object of a sentence, the preposition usually comes at the end of the clause. In this context, the end of the sentence requires a preposition.
Option A leaves the first blank without any option, thus, it is incorrect.
"For" in option B is correct as it indicates the purpose of the action (arrested). However, "on" is used to indicate the surface of an object. Thus, option B is incorrect.
"For" in option C is correct as it indicates the purpose of the action (arrested). "Without" is also correct as it is used to indicate avoidance of an action (paying).
"In" in option D is used to indicate being surrounded or enclosed by something. Here, it would mean that the question would imply that A wants to know what was he surrounded by when he was arrested (for instance car, jail van etc.). However, the context responds with the action due to which he was arrested. Thus, we can conclude that A wants to know the reason of his arrest.
Therefore, option C is the correct answer.