Sentance A is gramatically correct as the subject verb object is Sue, responding to somone, with a direct quote (the third person narrator is speaking) and when formed in this manner, final punctuation in the quote is a comma such that:
"Quoted sentence of dialog," said person.
Is a valid. If the quote is a question or a definate exclamation point, then it may be replaced but the period/full stop, of the quoted dialog is always a period. Exclamations, as a rule, do not need an exclamation point. Consider in a shouting match where insults are being thrown about each other that are stinging rebukes on their character flaws and the final insult is "You have bad hair!" said with the same intensity as the target of that insult's colorful description of the speaker's mother having an unusually active sex life and possibly seeing economic benefit as part of the reasons for such an active sex life. The target of the insult may retort with a mocking "Ouch." that is said in a low key tone to indicate sarcasm, rather than shouting "Ouch!" when a dog bites or a bee stings.
Or, to quote a particularly earworm song from School House Rock on the subject:
Interjections (Well!) show excitement (Oh!) or emotion (Hey!).
They're generally set apart from a sentence by an exclamation point
Or by a comma when the feeling's not as strong.
So even the quote standing as an un-tagged quote ("Good God, I hope not.") is denoting a different emotional strength then "Good God! I hope not!" as well as the voice's volume.
Sentance two is grammatically wrong as the colon (":") following hissed should still be a comma. The colon is typically used in a list formatting and should be used with two or more items listed or list denoting exactly one possible qualification such as:
My dog is old and lazy, but she only does several tricks on command: Play Dead, Pretend You're the Rug, Lie Down, and Stay.
My dog is old and lazy and only knows one trick: Play Dead.
A character who Hissed a quote of dialog is still obliged:
He hissed, "Shut up!"
Finally, the placement of punctuation in British quotes differs from American quotes as the Americans will place the ending punctuition insided the closed punctuation mark, while Brits place it on the outside. So if done in this manner, it is only wrong if it is inconsistently applied, though I do as a gag write my British characters' dialog with British spelling and grammar that is atypical of the American Narrative voice I use. Usually, this is to denote a character who is speaking the Queens and not an accent that requires more liberties with spelling in dialog (think Hagrid's accent in Harry Potter).
As a general rule, people do not speak with proper grammar so when proof reading dialog, you can be a little more forgiving. Additionally, any narration which is in the first person is not held to high grammar rules because it is the "thoughts" of the character, and thus prone to using vernacular. Consider Mark Twain's "Tom Sawyer" and "Huckleberry Finn" in which the titular characters narrate the story in the first person. Huckleberry Finn even has a line about Mark Twain writing his words down for him, since the character is illiterate, to explain why Finn's narration is grammatically incorrect. It's essentially him telling you the story as if it was recounting it to you in person, rather than cleaning up the language for a book. This is also the case in third person narrations where the narrator interacts with the characters or the audience. Consider the opening of "Disney's Hercules" which starts with an unseen narrator (Charles Heston) discussing Greek Mythology with a very academic voice, only for the Muses to get disgusted with the stylistic choice of the narrator and being goddesses of the arts and proclaimer of heroes, relieve the narrator of his job and take over, Greek Chorus style (With Gospel Music flair) and later they sing back up for another character (Meg), though in this case it's hard to tell if Meg is aware of their presence as she never directly addresses them, but does respond to some interactions that are a result of them. Again, they are Gods.
The episoptle style of narration, which is when a character is relating a story they had first hand knowledge of, but were not the focus characters of, may play with this further as the way the character writes may be different then the way the character speaks. Watson is a perfect example of this as he is narrating about Sherlock's cases as an eyewitness and his dialog is often portrayed differently when discussing a case with Sherlock and the police compared to discussing offhand conversations that show insight into Holmes' character, which are often Watson stating but not quoting his question, while recording Homles' response with either a summation or a direct quote or both, depending on the character's memories of the specific details.
This often doesn't translate to the screen, but another Disney film has a good example with the character of Clopin in "Hunchback of Notre Dame" who is functioning as the Greek Chorus in the opening and ending scene with the song "Bells of Notre Dame" and relates the prolog and moral epilog. But he is also in the story where his character is notably different (In the opening and closing sequences, he's telling the audience a story with a moral lesson about separating physical deformity from moral judgement). In the two other apperences in the film, he's interacting with characters from his story, and in both times, he's not employing the lesson to the kid as both songs, he mistreats Quasimodo in a rather biased manner. In the "Topsy-Turvy" sequence he leads the crowd in mocking Quasimodo for his physical deformity while in "Court of Miracles" he's about to hang Quasimodo because Quasimodo is with the Captain of the Guard, who should be under orders from Frollo, and is the ward of Frollo to boot. In both cases, his prejudgement leads to Quasimodo's injury and Clopin's actions are rebuked by Esmerelda who is much more aware of the situation and Clopin's hypocrisy. Given that Clopin is not a critical character to the story he is telling, fans have speculated that the Frollo in the "Bells of Notre Dame" sequences (opening number and closing reprisal) is older than Clopin in "Topsy-Turvey" and "Court of Miracles" and Clopin inlcudes himself as a character in his story to subtly show that while Frollo is motivated by his racist views of gypsies, one does not need to be a racist to prejudge someone or show a bias that can hurt people (in the first case, Clopin's mockery not only directly hurts Quasimodo, but Esmerelda, as her defense of Quasimodo is what leads to Frollo's obsession with her. In the second case, Clopin's prejudgement prevents the timely delivery of information that, had it been heard, could have prevented Frollo from capturing the gypsies in their hiding place.