The words אלה and אלו are synonyms, they don't have gender.

You can't say האלו הנשים . I suppose האלו here is an adjective modifying הנשים, so the adjective follows the noun as usual. (You can say אלו הנשים , with no inital ה, but that means "These are the women.")

You can use האלה if you wish, both should be accepted.

ll מהן means "what are", so it doesn't fit. But מיהן (who are) should be accepted.