The Shilahara dynasty established its capital in Goa at:

Chandor
Ponda
Margao
Vasco da Gama

The correct answer is: Chandor.

The Shilahara dynasty was a Hindu dynasty that ruled over the Konkan region of India from the 8th to the 14th centuries. They established their capital at Chandor, a town in the present-day South Goa district of India. Chandor was a prosperous port town and the seat of the Shilahara rulers for over 300 years. The Shilaharas were patrons of art and architecture, and many temples and monuments were built during their rule. The dynasty came to an end in the 14th century, when it was overthrown by the Vijayanagara Empire.

Ponda is a town in the present-day North Goa district of India. It was the capital of the Portuguese colony of Goa from 1543 to 1759. Ponda is a major center of Hindu pilgrimage, and is home to several temples and monasteries.

Margao is a town in the present-day South Goa district of India. It is the largest city in Goa and the commercial capital of the state. Margao is a major center of trade and commerce, and is home to several industries.

Vasco da Gama is a town in the present-day South Goa district of India. It is named after the Portuguese explorer Vasco da Gama, who landed in Goa in 1498. Vasco da Gama is a major port town and is home to an international airport.