Me too! Why in some sentences it's possible to use both il pronome e il verbo in forma di personale, and in others they count it as a mistake?!

You should say come vivono loro? I think that it sounds better..sorry if my english is bad

'Vivono' already implies 'They', so there's no need for the extra 'Loro'.

I wrote exactly the same? :/

It sounds smoother if you ask me.

I think it is not wrong...although "loro" is not necessary since the verb "vivono" possesses the pronoun "loro" in itself.