Question

This religion does not have any particular location or site which is deemed holy:

Answer 1

Okay, I'm not sure for how much detail you are looking.
In Buddhism, there are many holy sites that are visited on pilgrimages and declared "holy". For example, "Chaitya" are Buddhist holy temples.

In Islam, there is the Masjid al-Haram which is where the "Black box" is located.

In Judaism, there is the Western Wall in Jerusalem which is the remains of the Second High Temple of Jerusalem.

In short, the answer is D.

Answer 2

I'm not 100000% sure but id have to say Catholicism 

Hope i was able to help, ~Kashout kam