"menj oda" when you emphasize "to go" and "oda menj" when you instruct someone to go that exact location where you point (oda, ott - there). There's Santa, don't be afraid, just go there! - Ott van a Mikulás, ne félj, csak menj oda! There's the X mark on the floor, I said to go there! - Ott van az X jel a földön, azt mondtam, oda menj!
I don't think Bocsánat oda means anything! I wonder if you might have misheard someone saying a sentence beginning with Bocsánatot, a ... or something similar.
Bocsánat by itself can be used as a fixed expression to mean, "Excuse me" or "I'm sorry". But bocsánat is a noun meaning "pardon" or "forgiveness" and you can also use it in longer constructions like, Bocsánatot kérek which means literally, "I ask for [your] forgiveness." It acquires the accusative ending -ot since it's the object of the sentence.
And in a rapidly spoken sentence, bocsánatot might sound like "Bocsánat oda"