They agreed amongst . . . . . . . . that they would not tell anyone.

A reflexive pronoun ends ...self or ...selves and refers to another noun or pronoun in the sentence such as yourself, himself, themselves, herself etc.
In the sentence given, 'they' agreed not to tell anyone. The pronoun used in the sentence is 'they' and the corresponding reflexive pronoun to 'they' is 'themselves' and option A is the correct answer.