The correct option is D of roughly a dozen, consisting of several breeding females that often stay together for their entire lives, one or two breeding males that tend to switch coteries frequently, and the females’ new pups.
In A, "Them" is a problem: if it refers to the most recent plurals ("coteries" or "colonies"), then it makes no sense. I suppose that it's possible that "them" reaches all the way back to "prairie dogs", but even then, it would be a little bit redundant ("prairie dogs live in colonies of roughly a dozen prairie dogs"). I'm also not crazy about "their new pups," because "their" would seem to refer to "coteries" (which makes no sense) or "males" (which doesn't make too much sense, since the males switch coteries frequently).
In B,"Each" seems to refer to "animals", and that makes no sense at all. And "their new pups" is shaky, too, as mentioned above. Eliminate (B)
In C, "Them" has the same problem as in (A). Again, you could be conservative and keep this one for now if you really wanted to, but I think we can do better.
In D, There's no pronoun issue whatsoever -- and "the females' new pups" clarifies the end of the sentence, too. Keep (D).
In E, More importantly: this is a classic comma splice, featuring two full sentences improperly separated by a full comma. So it's wrong, even if we think it sounds nice. Eliminate (E).
That leaves us with (D).