From the sentences below, identify where comma(s) is/are missing and/or inappropriately used grammatically:
A. The convict said the judge “is mad”.
B. The convict, said the judge, is mad.
C. Leonara walked on her head, a little higher than usual.
D. Leonara walked on, her head a little higher than usual.

Option C is wrong. While reading the sentence, it seems like Leonarda is walking on her head. When the sentence intends to convey that Leonarda is walking with her head held high, with pride. Option D uses the correct punctuation to convey this message. 

Option B is correct, since the sentence uses commas at appropriate places to break the sentence between the speaker, whom the speaker is referring to, and what is said. This is not done in Option A. If Option A is trying to use direct speech, it is directly quoting the convict, that time the correct usage of the double quote would cover the entire statement "the judge is mad", with a comma after said. 

Hence, A and C are wrong sentences.