First sentence should be correct, the second is correct in principle, but the clauses are backwards. (Though I have to admit that writing the English sentence in the same order as the Hungarian one sounds very forced.)

The actresses do not seem very fond of sharing one dress. :)
If you have something like "a ruhájuk" / "a színésznők ruhája" / "a színésznőknek a ruhája", it means that the actresses have one dress each.

Still in beta. :)

"Who" is likely capitalised because one of the entries for a correct answer reads something like "[Those] Who have nice dresses...", with the bracketed word being optional. Which also explains the repitition of "those".

No, that sentence doesn't work. Here again you have two clauses. The relative clause comes first and contains a possessive construction: "akiknek ruhájuk van". The main clause is placed after that and is a copula sentence: "azok a színésznők".

Now, for a such a sentence with a relative clause, you need one az in the main clause, and one aki in the relative clause, referring to the az. You already have azok there in the main clause, so you don't need to add anything. You can also place the relative clause a little further back to make the sentence structure more familiar: "Azok, akiknek szép ruhájuk van, a színésznők." If you added azoknak, it wouldn't have any purpose in the sentence.

If you really want to use an "azoknak, akiknek" construction somewhere, you need to look where a sentence naturally uses a -nak suffix. You could try with a sentence that contains two possessive constructions:

Azoknak, akiknek kutyájuk van, boldog életük is van. - Those who have a dog have a happy life (as well). (With the elementary sentence "Azoknak boldog életük is van" - "Those have a happy life, too.")

Or look for a different verb that uses indirect objects / dative constructions:

Azoknak, akiknek kevés a pénzük, mi segítünk. - We help those who have little money. (With the elementary sentence "Azoknak mi segítünk" - "We help those.")