The correct full sentence is: "As I was calling my friend and leaving a message the phone went dead".
Explanation:
The best option is the last sentence because it is the only one written with the same verb tense (Past Continuous Tense) and which completes the meaning coherently. The first option also sounds incomplete when it is reached the last word of the sentence and this is why that would not be a good choice. Therefore, the only option which leaves no room for doubt is the one pointed out here.
