Hey there! Thanks so much for checking out the game. On page 29, it details alternating taking the lead. So in this case, only the player who is the lead will make the Skill test, and if they fail you (as a group) will have to all go to scenario D together.
For room choices, you will have to choose one of the three options you see there following the ">" symbol. Those are the only options available in this room so the lead will get to decide. Hope that helps!