There was a little protection against the sour wind. (C)

The word "sour" describes a wind that is unpleasant or harsh. The sentence suggests that there was not much protection against this type of wind.

It is sometimes very difficult to appreciate his caustic wit. (A)

The word "caustic" describes wit that is sarcastic or cutting. The sentence suggests that it can be challenging to understand or enjoy this type of humor.

Nieve is misspelled, and the correct word is "naive." However, "naive" does not fit the context of the sentence.

Frail means weak or delicate, which does not fit the context of appreciating someone's wit.