Learn Farsi: همه‌شان در پارک هستند.

The word همه (hame) means "all". By attaching the 3rd person plural possessive ending -شان (-shān), meaning "their", you literally get "their all". This is the standard way to say "all of them" in Farsi without using a separate pronoun.

Could I say همه آنها (hame-ye ānhā) instead of همه‌شان (hame-shān)?

Yes, you can! همه آنها uses the separate pronoun آنها (they/them) connected by an ezāfe. Both phrases mean "all of them", but using the attached ending -شان is shorter and very common in both spoken and written Farsi.

Why is there a break in the connection between the letters in همه‌شان?

The word همه (hame) ends in a silent 'h' (ه) that makes an "e" sound. When adding a suffix like -شان, Farsi writers use a half-space (so the letters don't physically connect). This prevents the 'h' from changing shape into its medial form, keeping the base word همه easy to recognize.

Why is the plural verb هستند (hastand) used here?

When همه refers to countable things or a group of people (like "all of them" in this sentence), it takes a plural verb. هستند is the 3rd person plural form of "to be" (they are).