Answer:
The best choice is:
We heard unreliable rumors that the Delacroix brothers had disappeared.
Step-by-step explanation:
We need to find a way to eliminate ambiguity in the sentence. In this case, ambiguity is being caused by an issue with the antecedent of the pronoun "they". In "We heard rumors that the Delacroix brothers had disappeared, but they were unreliable," "they" may refer to "rumors" or to "brothers". Even though we can assume the pronoun refers to "rumors", because of the word "unreliable" that follows it, the ambiguity is still there.
In " We heard rumors about the disappearance of the Delacroix brothers, but we always thought they were unreliable," the revision made does not change anything. "They" can still refer to "rumors" or to "brothers". We can eliminate this option.
However, in "We heard unreliable rumors that the Delacroix brothers had disappeared," we no longer have any ambiguity. The pronoun "they" is not used anymore, and the adjective "unreliable" is placed right before "rumors", which makes its meaning clear. Thus, we can choose this option as the best one.