The answer to your question would be that the phrase from the drop-down menu that best creates parallel structure in this sentence is the following one: Pioneers moved west to find land, to establish businesses, and sometimes to escape debts. That is, the correct option would be D.
Parallel structure, also known as parallelism, is the repetition of a grammatical construction within a sentence. In this case, the grammatical construction repetead is the infitive clause of purpose (to find land, to establish businesses, to escape debts).