When changing interrogative sentences from direct to indirect speech, the question word (where) remains, but the subject and verb positions change from interrogative to declarative order. The tense also backshifts from present (do you live) to past (she lived). Option A correctly changes Where do you live to where she lived with proper word order and tense backshift. Options B and C incorrectly retain the interrogative word order (did she live, does she live). Option D incorrectly uses past perfect (had she lived) where simple past is required.