Ellei ilma ole lämmin, pysyn sisällä.

Ellei means “if … not / unless”. It’s essentially a compact way of saying jos ei (if not).

• el- comes from an older conditional/exceptive particle (related to ellei/ellen/elleivät)
• ei is the negative verb (not)
  So ellei X, Y ≈ jos X ei (ole/tee), niin Y.

Yes, you can usually replace it:

• Ellei ilma ole lämmin, pysyn sisällä.
• Jos ilma ei ole lämmin, pysyn sisällä.

Difference in feel:

• ellei is often a bit more compact and can feel slightly more formal/written.
• jos ei is very common in everyday speech too.

Meaning is typically the same.

In Finnish, when you negate to be, you don’t use on. You use the special negative form ole together with the negative verb:

• Positive: ilma on lämmin = the weather is warm
• Negative: ilma ei ole lämmin = the weather is not warm

In this sentence, the ei is “built into” ellei, so you get:

• ellei … ole … = if … is not …

Because ellei already includes the negation (ei).
So you do not add another ei:

• Correct: Ellei ilma ole lämmin…
• Incorrect: Ellei ilma ei ole lämmin…

After the verb (olla) olla / ole, Finnish often uses a predicate adjective in the nominative:

• ilma on lämmin
• ilma ei ole lämmin

So lämmin stays in its dictionary form (nominative singular) because it describes the subject ilma.

Yes, ilma literally means air, but very commonly it also means weather/conditions outdoors, especially in everyday Finnish.
Another very common word for “weather” is sää:

• Ellei sää ole lämmin, pysyn sisällä. (also natural)

Roughly:

• sää = weather (more direct)
• ilma = air / weather conditions (also very common)

In Finnish, it’s standard to use a comma between a conditional clause and the main clause:

• Ellei …, pysyn … .

This is normal Finnish punctuation for clauses like if/unless + main statement.

Finnish often uses the present tense to talk about future situations when the context makes it clear:

• pysyn sisällä = I’ll stay inside / I stay inside (in that case)

You don’t need a special future tense; the conditional setup already gives it a future-like meaning.

Sisällä is the adessive form of sisä- (“inside”). It means “in(side), indoors” as a location/state:

• pysyn sisällä = I stay inside (I remain in that place)

If you were emphasizing movement into the inside, you’d use sisään (illative):

• menen sisään = I go inside
  But pysyä (to stay) describes a state/location, so sisällä fits.

Yes, that’s also correct. Finnish allows flexible word order, and you can place the main clause first:

• Pysyn sisällä, ellei ilma ole lämmin.

The meaning stays the same; the difference is mostly what you present first (your decision vs the condition).