"Father, where are they?"
Translation:Isä, missä he ovat?
-kö is used when you make a yes/no question. In this case, since you use a question word
missä, i.e., it's not a yes/no question, you do not use it and say 'ovatko'.
Unlike English, Finnish does not use auxiliary verbs like "to do" to start questions but a question particle. In yes/no questions, the particle -ko is added to the word that is in charge of the interrogation. Most often this word is a verb. The verb is followed by the subject.
- Onko Ruotsi kylmä maa?
Is Sweden a cold country?
Onko sinulla suomalainen nimi?
- Do you have a Finnish name?
Ne is the inanimate object version of he. I think either would technically be correct in this sentence, because we don't have any context for what "they" refers to. Example from https://duome.eu/tips/en/fi#barbecue:
Missä Matti ja Liisa ovat? He ovat tuossa. Where are Matti and Liisa? They are right there.
Missä ketsuppi ja sinappi ovat? Ne ovat tässä. Where are the ketchup and the mustard? They are right here.