The proclamation of Purna Swaraj, or complete independence, was made at the Indian National Congress Session held in Lahore on 31st December, 1929. The event marked a pivotal shift in the Indian independence movement, as it was the first time the Congress officially advocated for full independence from British rule.

In contrast, at the other sessions listed in the options, different aspects of the fight for independence were discussed; they did not involve the historic Purna Swaraj declaration. Specifically, the Ahmedabad Session (option 1) was held in 1921 focusing on the non-cooperation movement. The Calcutta Session (option 2) has occurred multiple times with different agendas, but the 1928 Calcutta Session is well known because of the Nehru Report. Lastly, the Lucknow Session (option 4) in 1916 was famous for the Lucknow Pact signed between the Congress and the Muslim League. But none of these sessions led to the pivotal proclamation of Purna Swaraj. Hence, option 3, Lahore, is the correct answer.