The sentence in the Direct Speech is in Present Perfect Tense. Therefore, the sentence in the Indirect Speech should be in Past Perfect Tense.
Present Perfect (Subject + has/have + V3 +Object) should be converted into Past Perfect (Subject + had + V3 +Object).
For example:
He said, "I have got a new job" (Direct Speech)
He said that he had got a new job (Indirect Speech)
The following things in the sentence should change when changed from Direct speech to Indirect Speech:
"I" becomes "He"
"Have buried" becomes "Had buried" (past perfect)
"Here" becomes "There."
Among the given options, "The soldier told his fellow soldiers that he had buried their brave comrade there" follows the rules of Indirect speech.
Hence, the correct answer is option (c).
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