Step 1: Identify the Coordinates.
We are given $P(-4, 5)$ and $Q(-1, 2)$. We need the distance $PQ$.
Step 2: Recall the Distance Formula.
For two points $(x_1, y_1)$ and $(x_2, y_2)$: \[ d = \sqrt{(x_2 - x_1)^2 + (y_2 - y_1)^2} \]
Step 3: Calculate the Differences.
\[ x_2 - x_1 = -1 - (-4) = -1 + 4 = 3 \] \[ y_2 - y_1 = 2 - 5 = -3 \]
Step 4: Apply the Formula.
\[ PQ = \sqrt{3^2 + (-3)^2} = \sqrt{9 + 9} = \sqrt{18} \]
Step 5: Simplify the Result.
\[ \sqrt{18} = \sqrt{9 \times 2} = 3\sqrt{2} \]
Step 6: Match with Options.
$3\sqrt{2}$ corresponds to option (2).
\[ \boxed{3\sqrt{2}} \]