Official Explanation:
As you assess your decision points on this problem, you should quickly see that you're presented with a singular/plural choice between "hummingbirds" and "a hummingbird" as the first word of each choice. Note that in this case, that noun as the beginning of an appositive modifier describing "two calliopes." For this reason, you need a plural noun to agree with the plural "calliopes," so you can eliminate (C) and (E).

A less-obvious decision point is the main difference between (A), (B), and (D). (D) is the only of the remaining choices (choice (C) does this as well) that adds the preposition "over" before "the Gulf of Mexico." Choices (A) and (B) omit this extra pronoun, which creates the illogical/ridiculous meaning "the birds were seeing flying in several parks instead of (in) the Gulf of Mexico." When two items are connected using the same preposition (for example "Katie is a standout in both the pool and the classroom") that preposition must logically work with each noun. "In the Gulf of Mexico" suggests that the birds were flying underwater, an illogical meaning. Therefore only choice (D) can be correct.