With question 'c' I'm not sure what the 'X' is doing in the sentence. 'Are lions mammals?' is a perfectly grammatical question which works well without any extra alphabetage.
The others (though with the article in lower case) are also grammatical. The usage is slightly different but only because of the different ways in which the questions would come up.
For example if the teacher says to the class 'Let's talk about carnivorous mammals', then a pupil might ask 'Are lions mammals?' because they are talking about mammals in general and so the use of plurals is natural.
However, if the discussion is more taxonomic (the putting of things into categories) then he would use 'the lion' to show that he is formally referring to a particular species of animal.
On the other hand if the teacher says 'Think of a mammal', and the pupil asks 'Is a lion a mammal?' then this is correct, because the pupil has been asked for a singular animal, and so he suggests 'a lion' using the singular indefinite article.
(And yes, lions are mammals.)