The two ways of relating what a person has said are 1)direct and 2)indirect (reported speech).In direct speech, the original speaker's exact words are repeated. In indirect/reported speech, the exact meaning is expressed but not necessarily using the original speaker's exact words. Pronouns and possessive adjectives usually change from first or second person to the third person except when the speaker is reporting his own words. Sometimes a noun can be inserted to avoid doubt.
When we turn direct questions and exclamations into indirect speech, they are converted to affirmative statement .( ? and ! is not used).
Option D is correct as when we convert the given direct speech to indirect speech , the present continuous tense is changed to past continuous tense (wasn't working), to which is used to connect the two dialogues, if is used as the question doesn't start with a question word, and the present perfect tense is changed to past perfect tense.
The other options are wrong as replied, isn't , and has can't be used.
The correct answer is D)Sam said that the radio wasn't working to which Sue asked him if he had tried changing the batteries.