The complete predicate is "were finally found" (D).
Explanation:
It is said that the predicate of a sentence is the part that modifies the subject in some way because it contains the verb that explains what the subject does and can also include a modifier. In order to identify the predicate, you should first identify the subject. You can do it by asking the following question: Who/what verb(ed)? In this case, it would be "who were finally found?" The answer to that question is "all except for Jesse and his brother". Everything that is not the subject is the predicate, that is, "were finally found".
