Vex is a verb which means to make (someone) feel annoyed, frustrated, or worried, especially with trivial matters. The adjective form would describe someone who has a characteristic of causing or tending to cause annoyance, frustration, or worry.
Option A: Vexer a noun form of the given word
Option B: Vexing is the present participle of vex. Vexingly is the adverb
Option C: It is the adjective form of Vex
Option D: Is an incorrect word
Option C is the correct answer