I heard ella. Don't forget that in romance languages they tend to attach lingering consonants onto words that begin with a vowel. So "es ella" is pronounced like "ess-ey-a" all in one group rather than separately or taking the time to enunciate the "e" in "ella". Hope this helps!
It's very hard for non-Spanish people. Even for me, a brazilian, who speaks a language close to Spanish it's hard to understand this listening exercise.
You're thinking of allá. The accent is on the second syllable. Also when asking about a location, the verb estar is used, not ser, and you won't use allá in that sentence.