Answer:
Please, call me when you are at the bus stop.
Step-by-step explanation:
In this sentence, you must use at.
If you were to write the other ones out they wouldn't make sense.
Please, call me when you are in the bus stop.
(In a bus stop? I mean maybe if it was indoors but I am pretty sure that is unlikely.)
Please, call me when you are on the bus stop.
(On top of a bus stop?)
Please, call me when you are under the bus stop.
(How can you be underneath a bus stop?)