[求助]大全390不做成分的插入语很绕...大家帮忙分析一下

390. In June, 1981, six teenagers in the village of Medjugorje, Yugoslavia, claimed to have had visions of the Virgin Mary, who they say has continued to appear to them over the ensuing years.
(A) claimed to have had visions of the Virgin Mary, who
(B) claimed to have visions of the Virgin Mary, whom
(C) claimed to have had visions of the Virgin Mary, whom
(D) claimed to have visions of the Virgin Mary, who
(E) had claimed to have had visions of the Virgin Mary, whom
答案是A

看前辈的帖子说they say作插入语，不表示任何成分（？）

大家可以解释一下吗？觉得这个they say太tricky了...为什么中间不用逗号隔开呢>.<