I believe it should be '그것은'. The prefix '저' is used for something further away as a demonstrative and the problem is not said to be far away. Thus '그' is more appropriate as it means 'that'.
Why wouldn't "저것은 여러분의 문제다" be correct?
여러분 is used to adress people directly instead of refering to a group of people
Can anyone tell me why 문제다 requires the 다 please?
It's the short plain/written form of 문제이다. You can drop the 이 in -이다 if the word ends in a vowel like in this case.
should "그것은 모두의 문제예요" be accepted?
저것은 모두의 問題다.