The correct answer is: C. they, them.
The pronoun “they” refers to Anna and Tania, who are the subjects of the sentence. The pronoun “them” refers to the things that Anna and Tania couldn’t find, which is the object of the sentence.
A. those, they is incorrect because “those” refers to things that are not specifically mentioned in the sentence.
B. they, those is incorrect because “they” and “those” refer to the same thing, which is not grammatically correct.
D. they, them is incorrect because “they” and “them” refer to different things, which is not grammatically correct.