_____that's important is that you are doing your best and moving in the right direction.

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.