1. Palo Alto Networks, PAN-OS® Administrator’s Guide 11.0, "Security Policy" section.
Reference: "Security policy rules determine whether to block or allow a session based on traffic attributes such as the source and destination security zone, the source and destination IP address, the application, user, and the service." This confirms that Security policies are for defining traffic permissions.
2. Palo Alto Networks, PAN-OS® Administrator’s Guide 11.0, "NAT" section.
Reference: "Network Address Translation (NAT) is a method of remapping one IP address space into another by modifying network address information in the IP header of packets while they are in transit across a traffic routing device." This supports that NAT's function is address modification, which affects forwarding.
3. Palo Alto Networks, PAN-OS® Administrator’s Guide 11.0, "Destination NAT Policy Rule" section.
Reference: "The security policy rule that allows the traffic to the server must have a destination zone that is the same as the zone where the server is located (the post-NAT zone), not the zone of the firewall interface that receives the traffic (the pre-NAT zone)." This directly refutes the claim in option C that zones must always be the same.