Here are the correct answers for each sentence:

1. Ann **had finished** her work by 4 o'clock and **went** shopping. (Option C: had finished / went)

2. He **said** he **had** lunch an hour before. (Option D: said / had)

3. When we **reached** the station the train **had** already **left**. (Option B: reached / had left)

So the filled sentences would read:

1. Ann had finished her work by 4 o'clock and went shopping.
2. He said he had lunch an hour before.
3. When we reached the station the train had already left.