Option 1: This option states that the Andaman and Nicobar Command is the first integrated theatre command in India. An integrated theatre command refers to a military command that combines various branches of the armed forces (such as the army, navy, and air force) to work together in a coordinated manner. This option is correct as the Andaman and Nicobar Command is indeed the first integrated theatre command in India.

Option 2: This option states that the headquarters of the Andaman and Nicobar Command is located at Port Blair. This option is correct as Port Blair is indeed the headquarters of the Andaman and Nicobar Command.

Option 3: This option states that the Andaman and Nicobar Command is commanded by a three-star officer. This option is correct as a three-star officer typically holds the rank of Lieutenant General, Vice Admiral, or Air Marshal and is the commander of the Andaman and Nicobar Command.

Option 4: This option states that the Andaman and Nicobar Command was set up by the British during the Second World War. This option is not correct. The Andaman and Nicobar Command was actually established by the Indian Armed Forces in 2001 with the aim of having better coordination and security in the Andaman and Nicobar Islands region