重要的是你在尽最大的努力,并且朝着正确的方向前进.
that's important 是定语从句,修饰all（一切）.
如果A项变成the one也是可以的.因为you are doing your best and moving in the right direction是具体的事情,是有特指的.而all表示一切,就不必再用the了.
everything每一件事,anything任何事.语意上与you are doing your best and moving in the right direction不合.