Why not la pilote?
"la pilote" works with "pense", but the exercise doesn't accept "crois" or "trouve" for reasons only dieu sait
Why use penser and not croire
Why not 'nous va retarder'
because "retarder" is the verb that actually impacts "nous" so you have to keep those two together. The "va" is an auxiliary verb; think of it as more like a tense, roughly synonymous with future
"Le pilote crois que la pluie va nous retarder" not accepted ?
The verb conjugation for croire should be "croit". "Crois" is for je and tu.