Was he asked if we have freedom of speech? No.
He was asked to list everything in the 1st Amendment. He did a bad job of that, but didn't prove he is ignorant of our basic rights.
He could have at least mentioned freedom of speech. That's a no brainer.
O'donnell correctly pointed out that the term separation of church and state does not exist anywhere in the Constitution. That a portion of the 1st Amendment addresses religion as it relates to the state is true, but like many things in the Constitution, it is open to interpretation. That's how the document was designed by the Founding Fathers.
To outline my point, Thomas Jefferson wrote in the Federalist Papers that he views the 1st Amendment as establishing a separation of church and state. That's where the term originated. However, Samual Adams had a viewpoint similar to the one O'Donnell was expressing.
Two founding fathers, two different views of what the intent was.
Welcome to the American constitutional legal system.