Formal reasoning questions like this are safest when translated into simple set logic before picking an answer.
Checking the options against this exact derived statement: the claim that some self-employed industries ARE underground reverses the logic and is wrong; the claim that NO self-employed industries are underground overreaches beyond “at least some”; the claim about industries outside the self-employed category is simply not addressed by the passage at all. Only the statement that some self-employed-run industries are not underground matches exactly.
So the correct answer is option D.