Option A is correct: 'He was shocked when she told him who called her last night.' Here 'who' is the subject of the embedded clause 'who called her last night' — the subject of 'called,' so the subject pronoun 'who' (not the object pronoun 'whom') is correct. Option B is wrong because 'whom' is an object pronoun but here it functions as subject. Option D incorrectly inserts 'that' before 'she.'