Person first, thing second
Whenever two object pronouns meet, Spanish allows only one sequence: the indirect object first (to whom?), then the direct one (what?). Se lo doy is right; Lo se doy does not exist.
The same sequence in four sentences
Te lo explico otra vez.
I'll explain it to you again.
te = to whom, lo = what
Nos las han enviado hoy.
They sent them to us today.
nos = to whom, las = what
Se lo doy mañana.
I'll give it to him tomorrow.
se = to whom, lo = what
Ya te lo he dicho tres veces.
I've already told you three times.
Nothing stands between the pronouns; ya and no come before them.
Why English speakers flip it
English puts the recipient first only while a noun is involved: I gave the child the book. When both objects become pronouns, English switches: I gave it to him. Spanish keeps the recipient in front and has no preposition at all. Carrying the English habit over gives Lo se doy or Lo te explico. The mistake comes from English, not from missing forms.
Two pronouns side by side
English - thing first
I give it (direct) to him (indirect).
Spanish - person first
Se (to whom) lo (what) doy. The order is the same as with nouns: whoever receives something stands in front.
The full chain
When se, te or me join in, a fixed chain sorts the pronouns by person. The se always stands first: replacing le / les (Se lo doy), reflexive (Se lo pone: he puts it on) or marking a mishap (Se me ha roto el móvil: my phone broke on me).
The fixed sequence of all pronouns
Remember the syllables se – te – me – lo. me se, lo te and lo se all run against that row.
The chain in real sentences
Se me ha roto el móvil.
My phone has broken.
se before me
Se te olvidó el paraguas.
You forgot your umbrella.
se before te
Nos la recomendó el camarero.
The waiter recommended it to us.
nos before la
