Compounds that do not follow octet rule generally show expanded octet.
Check each important compound:
\(PF_5\): phosphorus has 10 electrons around it.
\(SF_6\): sulfur has 12 electrons around it.
\(H_2SO_4\): sulfur shows expanded valency in the usual Lewis description.
But \(CH_4\) follows octet rule, and \(SCl_2\) can be represented with sulfur completing octet.
Therefore, the set in which all given compounds do not follow octet rule is:
\[
PF_5,\ H_2SO_4,\ SF_6
\]
Hence, the correct answer is:
\[
\boxed{(C)}
\]