Step 1: Understand the structure.
Henle's loop is the hairpin part of the nephron with a descending limb and an ascending limb that behave very differently.
Step 2: Test statement (a).
The descending limb is permeable to water but almost impermeable to electrolytes. This is correct.
Step 3: Test statement (b).
As water leaves the descending limb, the filtrate left behind becomes more concentrated in the medulla, so urine getting concentrated here is correct.
Step 4: Test statement (c).
Water and $\text{Na}^+$ are reabsorbed in different limbs, water mainly from the descending limb and electrolytes from the ascending limb, not together in one step. So this statement is incorrect.
Step 5: Test statement (d).
The ascending limb is impermeable to water but moves electrolytes out by active or passive transport. This is correct.
Step 6: Combine the correct ones.
Correct statements are (a), (b), and (d), which is option (1).
\[ \boxed{\text{(a), (b) and (d) only}} \]