As Jim commented, there’s nothing person C can say at this point to convey “don’t say who you met” to person A without person B getting the same message. Anything person C says at that point in the conversation would be recognized equally well by both A and B. Depending on the situation, however, there might be other options.
As the aforementioned comment goes on to say, one option person C has is to interrupt person A and change the subject. Person C will hope that person B will forget about person A’s trip to the theater for the time being and perhaps person C will have a chance to clarify the intent behind the interruption. In this case there is also the chance that person A, wondering about the interruption, will guess the reason and B might not.
Person C could also interrupt A’s answer with a different answer: “You just went alone, right? That’s what you told me.” In this way, B gets an answer to the question and A has the opportunity to get the hint that C does not want B to know the truth about the situation. Since only A and C know that the information in this interruption is false, this technique is a special type of ad-hoc code.
1.b. Ad-hoc Code
In a more general sense, anything C and A know (and know that each other know) can serve as a secret verbal signal from one to the other. Anything that would mean something special to person A and wouldn’t seem too odd to person B could be mentioned by person C as a secret invitation for collusion.
Let’s say A and C are both familiar with Harry Potter, specifically with the fact that most of the wizards in the Harry Potter universe don’t mention Voldemort’s name. It helps even more if they know that person B is not aware of that character or how his name is treated.
A: I went to the cinema and met. . .
B: Oh really, you went to the cinema? And met whom?
C: Ralph Fiennes!
B: What? Ralph Fiennes was there?
C: No, I was just trying to remember the name of the actor who played Voldemort.
Both person A and person B are a little confused as to why person C blurted that out, but now person A has a chance to recognize the possible significance of “Voldemort” in the context that someone was about to be named. This could be reinforced with a bit of targeted communication.
2. Targeted Communication
One way for person C to make the intent behind any of these interruptions more clear to person A than person B is for C to get some kind of message exclusively to A. This could be a non-verbal cue like widening eyes slightly during eye contact with A, subtle shaking of the head, secretly tapping A with fingers or toes, or some combination of these. The combination of the interruption with an indication that something else is going on should be sufficient to make A aware of C’s desire to restrict specific knowledge from B.
If there is an opportunity for person C to say something without B noticing, perhaps by whispering (though this would seem suspicious if noticed), then there are several applicable phrases. My favorite is “ixnay”:
Pig Latin version of nix; possibly the only Pig Latin phrase to enter common American English besides amscray. Ixnay and amscray were used widely in "The Three Stooges" shorts, possibly the main source of popularity for the words.
1. (transitive, used in an imperative) Do not do or talk about (something).
Ixnay on the “W-A-L-K” while the dogs can hear you.
Source: Wiktionary - ixnay
In The Lion King, Zazu says “ixnay on the oopid-stay” to warn Simba and Nala to stop talking about the hyenas.
Source: Wikipedia - Pig Latin
“Don’t say who!” would also work, as long as person B couldn’t hear it being said.