The answer to your question would be that a statement in a story that seems contradictory but actually presents a deeper truth is the following one: Paradox. That is, your answer would be C.
A paradox is a statement that appears to be self-contradictory, but which might include a latent truth. Usually, it is used to make the reader think in an innovative way. For instance, take the sentence "I am nobody". The speaker is claiming that is nobody, but at the same time just because he/she is saying that, he is somebody. He/she is the speaker utttering that statement.