A subordinating conjunction is used to connected a subordinate/dependent clause with the independent one. So first of all, we need to find a subordinate clause in these examples above.
There is only one subordinate clause and it is found in sentence A. Here, the subordinate clause (the one that cannot stand on its own because it sounds incomplete) is Although the sun was shining, and the subordinate conjunction is although. All other examples consist of independent clauses only.
So, the correct answer is the first sentence.