I take it my answer “… na ho nemyslí” is wrong because I used “ho” after a preposition, where I should have used “něho” instead, correct?
Yes... assuming everything else in your answer matched the translation above (or an accepted alternative).
Why not "Ta hezká dívka o něm nemyslí." as a translation of the prompt "That pretty girl is not thinking about him."?
No, myslet requires "na" for the object. Přemýšlet can use "o něm".
Why is "Na něho nemysli ta hezká dívka" not accepted?