The sentence that is capitalized corrected is “We are going to be leaving soon,” he said, “so get your shoes on." Option D is correct.
The word "we" should be capitalized since it marks the beginning of the sentence. The word "he" should not be capitalized since the sentence continues; there is a comma before HE, instead of a dot. Besides, the word "so" in the following quote should not be capitalized either since it is a continuation of the previous quote, also separated by a comma.