Step 1: The diaphragm has three major openings: the caval opening at T8, the oesophageal opening at T10, and the aortic opening (aortic hiatus) at T12. Each transmits a specific set of structures.
Step 2: The aortic hiatus at T12 transmits the aorta, the thoracic duct, the azygos vein and often the greater splanchnic nerve. So the azygos vein, aorta and thoracic duct all pass through the aortic opening, making those statements correct.
Step 3: The vagus nerve does not pass through the aortic opening. The two vagal trunks pass through the oesophageal opening (T10) along with the oesophagus and the oesophageal branches of the left gastric vessels. Therefore the structure that does not pass through the aortic opening is the vagus.