Option A :
Mr Z says YES
If answer to the first question is yes, it either means that Mr. Z is a truth teller and he speaks the truth that the left route leads to the capital or it means that he is a liar and he tells the lie that right route leads to the capital
Mr Z answers YES
Supposing Mr. Z is truthful, the other type will be a liar ,and that person will tell lies that right road leads to the capital
Now, supposing Mr.Z is a liar ,the other type will be truthful and he will truth fully say right road leads to capital .
(But, Mr Z told lies about this)
Mr. Z answers YES
Suppose Mr Z is truthful, he says truth that left road leads to capital.
Suppose Mr. Z is liar ,he says lies that left road leads to capital. (BUT,the left road actually leads to capital)