The correct option is
C That
Conjunctions are the words that link other words, phrases, or clauses together. 'That' is used as conjunction after some verbs, adjectives, and nouns to introduce a new part of the sentence. Thus, option C is the correct answer. 'Found' is the verb in the sentence after which 'that' should be used.
Option 'A' 'Then' refers to time, it means at that time or afterward, hence it is not appropriate for the given sentence.
Option 'B' 'So' refers to a reason for something, hence it does not fit in the given sentence.
Option 'D' 'when' refers to time, hence it does not fit in the given sentence.
Thus option 'C' is the correct answer.