Set up your numbering following the instructions here:
How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly

Use three styles for this.
Use both keep with next and keep lines together, selectively.

1. Question - use both for this style. Level 1 style
a. - d. - use both - those are the level 2 numbering style
e. - use keep lines together but not keep with next. This is a separate style (Level 2a) based on the level 2 style without keep with next.

Modify your styles so that level 1 and 2 styles are both followed by level 2 style. You may want a keyboard shortcut for the level 2a style. Follow the level 2a style with the level 1 style. The level 2a style is for the last answer in the list.