"Is that your boyfriend?"
那是你男朋友吗？should also be correct, as the particle 的 can be left out in close 'possessions'
那 is when you talk about objects. Your suppose to use “他," because it refers to a person. By using 那 here, it is the same as implying "Is that thing your boyfriend?"
I've never heard anyone refer to a person as 那 that I can think of. Although now I think of it maybe a disapproving mother might...
那你的男朋友吗？ is considered wrong, but i'm slightly confused when you can skip the 'shi' and when you can't. Can somebody shine a light on this?
那你的男朋友 is asking "is your boyfriend... "
那是你的男朋友is saying "is that is your boyfriend ? " so there's a small difference