The correct option is
C No sooner had he returned, than he went off.
"No sooner....than" is a correlative conjunction i.e "no sooner" and "than" are used as pairs in the same sentence. They are used to show that one event happens immediately after another. When "no sooner" is used in the beginning of a sentence, the auxiliary verb, 'had' is followed by the subject.
Among the given options, the word, "No sooner" appears along with the word, "than" only in option B. In the given sentence, the subject is "he". Hence, "No sooner had he returned, than he went off" is the correct option.
Options A and C are incorrect because, "no sooner" does not appear along with the words, "but" or "then".
Option D is incorrect as option B is the correct answer.