"Why don't they listen to us?"
Translation:¿Por qué ellos no nos escuchan?
You simply can't treat Spanish as you do English. Often there is not a 1-1 translation. Learn like a child. Accept this as the way it is. Gather a collection of these types of sentences. Look at the pattern for saying things and learn them. If you make mistakes and then correct them, that's good. You are learning, and that's your real goal.
A subject pronoun can always be omitted, as long as it isn't required for clarification. If you already know from the conversation that 'escuchan' refers to 'ellos', then you can leave it out. However, if it is not clear who you are talking about you would probably want to include the subject, as it could also refer to 'ellas' or 'ustedes'.
The subject pronoun is mostly omitted before Spanish verbs, so it's quite normal just to put '¿Por qué no nos escuchan?', the 'no' being placed immediately before the conjugated verb. It remains in that position even if the pronoun is included, '¿Porque ellos no nos escuchan?'.