I know that there are many question with the same title here on MSE, but I still confuse with my approach to solve this, so I still put it here for proof verification and I do want to know is there anything wrong with part b and why it fails in part c, in the case of arbitrary family of subsets.
b. $\overline{A\cup B}=\bar{A}\cup \bar{B}$
Let $x\in \overline{A\cup B}$ then for any open neighborhood $U_x$; $U_x\cap \left(A\cup B\right)\neq \emptyset$.
Then $U_x\cap A\neq \emptyset$ or $U_x\cap B\neq \emptyset$ hence $x\in \bar{A}$ or $x\in \bar{B}\Rightarrow x\in \bar{A}\cup \bar{B}$. So $\overline{A\cup B}\subseteq \bar{A}\cup \bar{B}$.
Similarly, if $x\in \bar{A}\cup \bar{B}$ then $x\in \bar A$ or $x\in \bar B$. Thus for any open neigborhood $U_x$ of x: $U_x\cap A \neq \emptyset$ or $U_x\cap B\neq \emptyset$
$\Rightarrow U_x\cap (A\cup B)\neq \emptyset$ or $x\in \overline{A\cup B}$.
Therefore, $\overline{A}\cup \overline{B}\subseteq \overline{A\cup B}$. So $\overline{A\cup B} = \overline{A}\cup \overline{B}$.
c. $\overline{\cup_\alpha A_\alpha}=\cup_\alpha\overline{A_\alpha}$ For this part, the same method applies here.
If x belongs to the LHS, then any neighborhood $U_x$ of $x$ intersects $\cup_\alpha A_\alpha$ equivalently $U_x$ intersects one of $A_\alpha$ for some $\alpha$ therefore $x\in \overline{A_\alpha}$ and hence $x\in \cup_\alpha\overline{A_\alpha}\Rightarrow \overline{\cup_\alpha A_\alpha}\subseteq \cup_\alpha\overline{A_\alpha}$.
If $x$ belongs to the RHS then $x\in \overline{A_\alpha}$ for some $\alpha$. So for any neighborhood $U_x$ of $x$: $U_x\cap A_\alpha\neq \emptyset\Rightarrow U_x\cap (\cup A_\alpha) \neq \emptyset$ so $x\in \overline{\cup_\alpha A_\alpha}\Rightarrow \cup_\alpha \overline{A_\alpha}\subseteq \overline{\cup_\alpha A_\alpha}$
Therefore $\overline{\cup_\alpha A_\alpha}=\cup_\alpha\overline{A_\alpha}$.
Please explain to me. Thank you very much.
The b part is fine.
I recommend you to write c with quantifiers to see it clearly. The wrong content is $\subset$. I name $\mathcal{T}$ the topology of your space.
Let be $x\in \overline{\cup_\alpha A_\alpha} \Rightarrow \forall U \in \mathcal{T}, x \in U : U \cap (\cup_\alpha A_\alpha) \neq \emptyset \Rightarrow \forall U \in \mathcal{T}, x\in U \, \, \exists \alpha \, : U \cap A_\alpha \neq \emptyset $. Due to the order of the quantifiers, that is not equivalent to $\exists \alpha \, \forall U \in \mathcal{T}, x\in U : U \cap A_\alpha \neq \emptyset $, what it does mean be in the clausure of some $A_\alpha$, so you cannot deduce that.
In fact, you can think in the sets $(-1+1/n,1-1/n)$ with $n\in \mathbb{N}, n\geq 2$. We have that $$\bigcup_{n\geq 2} (-1+1/n,1-1/n) = (-1,1)$$ so $$\overline{\bigcup_{n\geq 2} (-1+1/n,1-1/n)} = \overline{(-1,1)}=[-1,1]$$ but $$\bigcup_{n\geq 2} \overline{(-1+1/n,1-1/n)} = \bigcup_{n\geq 2} [-1+1/n,1-1/n] = (-1,1)$$ and you have a counterexample.