And how can I say "There is no park there"?
Ott nincs park.
Okay, how can I say "There is no park."?
Why not "nem"
You could also say "A park nem ott van." In this case it means the park is not there (but somewhere else).
If you say "A park nincs ott." it means that the park doesn't exist at that place where it was told to be. (It may or may ot exist at all)
Why is "there is no park there" wrong? And how do I say "there's no there there?"
The a in front of park makes it clear that you're talking about a certain park.
"There is no park there" would be "Ott nincs park". "There's no there there" could be "Nincs ott ott."