The correct option is D Incorrect = My, Correct = our
The entire sentence is in first person plural narrative, and that is supported by the pronoun 'us' and adjective 'our' ('us' is an object pronoun and 'our' is a possessive adjective', both in the first person plural), whereas 'my' is in the first person singular. Hence the possessive adjective "my" is incorrect here, (the pronouns and possessive adjectives must 'agree' in terms of narrative) and the correct pronoun should be 'our', making the sentence complete in meaning: future...of our country is on us and our future generation.
Hence option D is correct.
When you replace 'our' in 'our future generations', the sentence is still inconsistent with respect to the narrative: my country is on us and my future generation. The meaning is not clear, hence A is not the correct option.
When 'us' in 'country is on us' is replaced with 'them', the sentence becomes even more confusing (because 'my' is in the first person singular, 'them' is in the third person plural and 'our' is in the first person plural). The words express three different narratives, whereas it must be consistent, hence option B is incorrect.
When you replace the possessive adjective 'our' with the article 'the', the meaning of the sentence becomes vague, 'the future generations' is more general than 'our future generations', the latter is more specific and in relation to the rest of the sentence, which focuses on 'our' and 'us'. Hence option C is incorrect.