The second one ("Why Dolores tried...?") is grammatically incorrect.
Making questions in English is tricky! We always use the helping verb "to do" when creating a question, like
The cat eats fish.
Does the cat eat fish?
unless the original verb was to be:
Ellen is tall.
Is Ellen tall?
or it was a modal:
Ray can swim.
Can Ray swim?
or the verb was in a perfect tense:
They have eaten.
Have they eaten?
Sometimes in British English to have is treated the same way.
He has a ticket.
Has he a ticket? (British)
Does he have a ticket? (US)
If we're asking about the subject of a sentence, using who, which, or what, we don't use "to do":
The captain gave a speech.
Who gave a speech?
The fifth president resigned.
Which president resigned?
A book fell off the shelf.
What fell off the shelf?
But for the statement "Dolores tried to flood the forge", the main verb is not to be, it's not in the perfect tense, to try is not a modal, and we're not asking a who/which/what question about the subject, so it follows the normal rule, and we have to use "to do": "Why did Dolores try...?"