The correct option is
A have saved
The clause, "After I saved some money" is in past tense. The clause, "I shall go abroad" is in future tense. Hence, this sentence is grammatically incorrect. The speaker expects to save some money - this is a future event, which is being imagined. The present perfect tense is used to talk about actions that one expects in the future. The construct of present perfect tense is " has/ have+ verb in past participle form. Of the given options, "have saved" in option C is in present perfect tense. Hence, the sentence, "After I have saved some money, I shall go abroad" is the correct substitute for the given sentence. And option C is correct.
Option A is incorrect as the event "saving money" may or may not happen in the future. However, the words, "shall have" indicates that "saving money" will definitely happen in future. Hence, this option is incorrect.
Option B: The words, "should have" is called a modal in past tense. It is used to expressed present feeling about a past action or decision. In the given sentence, the event, "saving money" is. an imagined event in the future. Hence, "should have" cannot be used in the said clause.
Option D is not applicable as option C is correct.