Which words in the sentence make up the adjective phrase?
what sort of food do crickets usually eat?
a. do crickets
b. usually eat
c. of food
d. what sort of food

The correct answer is C) of food. It is the only phrase which modifies a noun, in this case 'sort'. 
A cannot be correct because it is a sentence fragment, and it has a finite verb, so it cannot be a phrase.
The same goes for B.
And D is also a fragment, although there are no verbs there.