Correct Answer: They told me that they had opened the lock.

Solution : The third option is the correct choice.

Indirect speech, also known as reported speech or indirect discourse, is a way of reporting what someone else has said without quoting their exact words.

The steps of conversion are as follows:

• There would be no change in the reporting verb.
• There would be no change in the tense of the reported clause because it is in the past perfect tense, "had opened".
• The first-person pronoun "we" is changed to the third-person pronoun "they".
• The connector "that" is used to introduce the reported clause.

Therefore, the correct answer is: " They told me that they had opened the lock ."