Is this phrase used anywhere in real world "too startled to say something"
Solution 1:
Following many decades of native English usage, I can tell you that both A and C would be considered correct. If anything A is more correct than C. "Anything" is more usually used rather than "something" in negative contexts:
I did not say anything.
is preferred over
I did not say something.
But your sentence isn't quite the same, and everybody I know would consider "too started to say something" to be unquestionably acceptable.
Given that the focus of the explanation is on "to" versus "too", but there is no option that includes a "too", I wonder if there is a mistake in the question and either answer A or C was meant to read "too say something/anything".
TLDR: If your exam is testing your ability to speak formally correct English like a native, then A should be a correct answer, probably along with C.