Step 1: Define an ambidentate ligand.
An ambidentate ligand has two different donor atoms, and it can bind through either one, but only one at a time. We must find the set where all three ligands are like this.
Step 2: Check the nitrite ion.
$NO_2^-$ can bind through the nitrogen atom or through an oxygen atom. So it is ambidentate.
Step 3: Check the cyanide ion.
$CN^-$ can bind through the carbon atom or through the nitrogen atom. So it is ambidentate.
Step 4: Check the thiocyanate ion.
$SCN^-$ can bind through the sulphur atom or through the nitrogen atom. So it is ambidentate.
Step 5: Reject the other sets.
$NH_3$ is monodentate (one donor). $C_2O_4^{2-}$ is bidentate (binds with two atoms at once). $CO$ is not treated as ambidentate here. So any set containing these is wrong.
Step 6: State the correct set.
Only the set with all ambidentate ligands is \[ \boxed{NO_2^-,\ CN^-,\ SCN^-} \]