I agree with your assessment that the theme of "A Dream Within a Dream" by Edgar Allan Poe revolves around the idea that nothing in life is permanent. This theme is reflected in the poem's exploration of dreams, loss, and the elusive nature of reality.
Option C, “O God! can I not save / One from the pitiless wave” (lines 21-22), effectively supports this theme. It conveys a sense of helplessness and the inevitability of loss, emphasizing the idea that despite our efforts, we cannot hold onto what we cherish.
While option A, “Through my fingers to the deep, / While I weep — while I weep” (lines 17-18), also touches on the impermanence of moments, option C is more direct in expressing the futility of trying to save something from the relentless passage of time. Thus, I think your choice is well-founded.