Step 1: Understand the question type.
We need to find the two statements that are wrong about the central nervous system, then pick the option that names that pair.
Step 2: Test statement A.
Statement A says the white matter of the cerebral hemispheres is called arbor vitae. This is wrong. The tree-like white matter named arbor vitae is found in the cerebellum, not the cerebral hemispheres. So A is incorrect.
Step 3: Test statement B.
Statement B says the thalamus is the major coordinating centre for sensory and motor signals. This is true, since the thalamus acts as the main relay station for these signals. So B is correct.
Step 4: Test statement C.
Statement C says the extension of the spinal cord to the coccyx is called conus medullaris. This is wrong. The conus medullaris is the cone-shaped tapering end of the spinal cord, while the thread running down to the coccyx is the filum terminale. So C is incorrect.
Step 5: Test statement D.
Statement D says the myelocoel and diocoel are connected by the iter. This matches normal brain cavity anatomy, so D is correct.
Step 6: Collect the incorrect ones.
The wrong statements are A and C, which matches the option naming that pair.
\[ \boxed{\text{A \& C}} \]