"Women have no country" - Women's doesn't belongs to any country.
This doesn't make any sense according to the given phrase.
"Women are not citizens of any country"- Women's doesn't have any citizenship of any countries across the world.
This is also couldn't express the actual meaning of the phrase.
"Women’s solidarity knows no national boundaries " -
Solidarity means unity or agreement of feeling or action, especially among individuals with a common interest; mutual support within a group.
- Different country's women can be united with another country's women.
So, this option actually express the meaning of the given phrase.
"Women of all countries have equal legal rights"- All the countries have same legal rights for women.
So, Option C) will be the right option.