"We do not know who asked them to go."
this answer is the CLOSEST to the correct one which is: non sappiamo chi GLI (a loro) abbia CHIESTO di andare
"Gli" means "a lui" and not "a loro". you have to traslate "a loro" with "loro or li", like "io ho chiesto loro qualcosa or io li ho chiesto qualcosa".
The verb "chiesti" is wrongly plural instead of singular in this traduction because is referred to the first person who asks.