. . . . . . . . Shatabdi is . . . . . . . . fastest train in India.

'The' is used as a definite article for a thing or person when the reader knows which one we are exactly referring to. It states the specific nature of the subject.
Option B is correct as 'the' in both the blanks means a specific train which is the fastest. Moreover we use 'the' with the superlative adjective.