Hello!
The answer is them!
Reasoning:
A. They is close, but it's used more like this. "They are very nice."
B. She is not even close. She is referring to a girl in third person. "She is very nice." And besides, "Dana asked Tony and she to call..."
C. Them is your answer!
D. We is not close either. It's referring to yourself and someone else. "We think they are very nice." Besides, "Dana asked Tony and we to call..." doesn't sound right, so it's C.
-Natalia