The correct answer is Lord Elgin.
Lord Elgin was the Governor-General of India from 1841 to 1844. He was responsible for the annexation of Sind and the First Anglo-Sikh War. He died in Dharamshala in 1844 and is buried there.
Lord Dalhousie was the Governor-General of India from 1848 to 1856. He is best known for the Doctrine of Lapse, which allowed the British to annex Indian states whose rulers died without a male heir.
Lord Erwin was a British general who served in the Indian Army. He was killed in action in the Second Anglo-Afghan War in 1879.
Lord Wellesley was the Governor-General of India from 1798 to 1805. He is best known for the Third Anglo-Maratha War, which resulted in the British gaining control of much of central India.