Where should I, add the comma?.

You don't.

This sentence doesn't need a comma, since there is not an independent clause to separate it or an introductory clause or phrase. There is nothing listed, so you wouldn't need a comma.

Hence, the sentence is fine as it is.

Let me down of any questions about my answer by commenting down below.

the correct answer will be d or c for me it may be different

themselves

an intensive pronoun is a pronoun that ends in self or selves, such as himself, herself, themselves, yourself, ourselves. since band members is a third person plural, the correct intensive pronoun would be themselves. if the band was talked about as a collective noun, itself would be the appropriate intensive pronoun. intensive pronouns are used to add emphasis to the noun it's modifying which is why it directly follows it.