To identify the error in the given sentence, let's go through each part:
Part (a) - "It is not surprising" - This phrase is grammatically correct.
Part (b) - "that her death cast" - This phrase is also grammatically correct.
Part (c) - "a pall of gloom over all those" - This phrase is grammatically correct.
Part (d) - "who came in contact with her" - This phrase is also grammatically correct.
Part (e) - "No error" - This part states that there is no error in the sentence.
Since all the given parts are grammatically correct, the correct answer is (D), "d."