“On” can only replace “nous” when it is a subject pronoun. In the first example, the corresponding French sentence has “nous”/“on” as a subject of the verb come, so “on” can be used.

Do you want us to come

From more formal to less formal.

• Veux-tu/voulez-vous que nous venions ?
• Veux-tu que l’on vienne ?
• Veux-tu qu’on vienne ?
• Tu veux qu’on vienne ?

In the two other, “us” is not subject, thus using “on” is impossible.

You owe us money.

• Tu nous dois de l’argent.

Tell us!

• Raconte-nous !
• Dis-nous !

Basically just remember that “on” is the equivalent of “one” (as in on doit etre gentil/one should be kind) and “nous” corresponds to “we” (nous chantons/we sing) or “us” (dis-nous/tell us) or rarely ours (as in chez nous).