You can create the dictionary from zip
-ed lists and convert the int values to strings – if I understood your question proper
dct = {x: {str(y): str(z)} for x, y, z in zip(a,b,c)}
Output:
{'A': {'1': '9'}, 'C': {'3': '7'}, 'B': {'2': '8'}, 'D': {'4': '6'}}