Prepositions are words that indicate relationships with the other words in the sentence. Prepositions of place are used to refer to a place, usually to denote the location of something or someone.
Let's look at the usage of various alternatives in the option as preposition of place:
at : to refer to an exact place where something is situated / event
on : to refer to placement of something attached / adjacent to something else; to refer to something displayed on something else
with : means "accompanied by"; or "in relation to"
in : means "inside"
In the sentence, as a reference to a specific location , i.e. the front door. Therefore, the suitable preposition here is "at".
Thus, the correct complete sentence is:
Listen! I think there is someone AT the front door.