Translation:Her son is there.
The pattern I see is that the first is used in questions and the latter is used in statements, so that should help you tune your eye for the difference. As for the difference between "na'r" and "nali": they mean the same thing - one is used more in northern China and the other in southern (respectively)
I think na er is more for question. But it can work both ways depwnding on who is saying it. 那 and 哪 are two different words though pronunced the same. 哪 can also be used as a word by itself. Lol... its very confusing. Im sorry if I'm confusing you more. But it really is the tone of voice. You can add words to be more specific with your question like 在哪裡? You can see the difference in writing but its definetly different when speaking.
Since 她 and 他 sound the same, you have to peek at the word bank to see which one they want you to use in this sentence. I also try to type instead of use the word bank in order to work on my recall vs recognition skills, and having to check the word bank every time a spoken sentence has "ta" is annoying, but necessary.
Even though they sound identical there are two different characters for he and she (both are pronounced ta), so his is 他 的 and her is 她的. However if you are asking how to differentiate when you are just listening then I think you have to rely on the context as they will sound the same.