is it teillä here instead of sinulla because you refers to more than one person? And if it was referring to "you" as one person it would be sinulla?
You (singular) - sinä, sinulla, sinua...
You (plural) - te, teillä, teitä...
I think it refers to more than one person so that's why teillä...and yes sinulla is for you singular
Here Finnish agrees with German and Romanic languages: Habt ihr Hunger?, ¿Tenéis hambre?, etc.
In most languages I know (of) hunger and thirst are things you have. It seems only English deviates from this norm.
Is there a difference of pronounciation between "a" and "ä" ? If there is , I do not hear it.
Of course there is a difference in pronunciation between "a" and "ä". Actually they are completely different. In my opinion, "e" and "ä" are much closer to each other.
Just use forvo.com to hear the differences.
Should "Are you all hungry?" be an acceptable answer, too?
Yes, I believe that it is also a correct answer.