"They are not my bosses."
Translation:Eles não são meus chefes.
Elas is feminine, I believe that you can only write elas if you know that the bosses are all women. But in this sentence, we don't know the bosses genders, so you have to write Eles. Eles can be all male bosses, some male and some female, or neutral if you don't know the gender.
"Elas não são minhas chefes" is correct (you don't need "as"). "Chefe" is the same word for both genders: "o chefe/a chefe". (there's also the term "chefa" but that's a colloquial word).
I disagree with @reno300's comment. If you translate "Elas não são minhas chefes" to English you arrive to the exact same sentence, so it should be a valid translation. Or to put it another way, if this was a multiple choice question you would have to check both "Eles não são meus chefes" and "Elas não são minhas chefes".
You are right, you were given a good advice. For a group of mixed genders, or a group of unspecified gender, use the masculine. Use the feminine only for a group of all women. The thing is that, when translated from English, it's not clear which kind of group it is, so we could assume it was a group of all women as well. So putting the sentence in the feminine shouldn't be considered wrong by Duolingo.