Réponse: le
Please can you explain why the answer is not "y" because the normal expression is "penser à qqch" and therefore it would seem that the answer should effectively be "tout le monde pense à le" or, using s preposition, "tout le monde y pense"?
Take away the use of a pronoun and the 2nd sentence would be «Tout le monde pense que le DJ est insupportable». It would not be «Tout le monde pense à le DJ est insupportable». In this case 'Le' is the direct object pronoun to replace the whole of the first sentence/idea that includes and follows «que». Penser = to think, penser que = to think that, penser à = to think of, penser de = to think about. 'Y' can be used only with constructs 'penser à' «quelque chose» (not «à quelqu'un»). the-adverbial-pronoun-y-can-replace-a-thing-object-location
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