I don't understand why both vão and embora are used. Wouldn't that basically mean "They do not leave leave"?
"ir embora" is an expression which means to leave. Ir simply means to go, but if you add emobra it means to leave
Emborir is confusing, as we've said. Also, "They are not leaving" (or going away) is as natural and accurate, I think, as "They do not leave."