Ellos dan a nosotros una fiesta.
a.
ellos nos la dan
b.
ellos me la dan
c.
ellos lo dan

This problem is the case of a sentence in which indirect and direct object pronouns work together. Nos is the indirect object pronoun for the first person plural and la is the direct object pronoun for the third person singular. We use nos because the direct object is nosotros. So we indirectly receive the action of the verb to give (dar). On the other hand, we use la because fiesta is a feminine singular noun.

b

explanation: