The answer is $\boxed{\text{D}}$.
In this sequence, each number is 4 more than the previous number, except for every third number, which is repeated. So the next number is 4 more than 33, which is 37. Then the sequence repeats with 18.
A. 43, 18 is incorrect because 43 is not 4 more than 33.
B. 41, 44 is incorrect because 44 is not 4 more than 41.
C. 37, 18 is correct because 37 is 4 more than 33 and 18 is repeated.
D. 37, 41 is incorrect because 41 is not 4 more than 37.
E. 38, 41 is incorrect because 38 is not 4 more than 33.