Learn Italian: Chissà perché sono in ritardo! Vorranno mangiare prima. - Who knows why they are late! They must want to eat first.

This is the epistemic future. In Italian, you can use the future tense to express a guess, an assumption, or a probability about the present. While vorranno literally means "they will want", in this context it naturally translates to "they probably want" or "they must want".

Is chissà a single word or a combination of words?

It is written as a single word, but it comes from the combination of chi (who) and sa (knows, from the verb sapere). It is a very common way to say "who knows" or "I wonder". Note the accent on the final à, which tells you to stress that last syllable.

Why does it say sono in ritardo instead of using an adjective for "late"?

In Italian, "to be late" is expressed with the fixed phrase essere in ritardo (literally, "to be in delay"). Italian doesn't use a simple adjective like the English word "late" when describing people arriving after a scheduled time.

What is the exact meaning of prima here?

Prima generally means "before", "first", or "earlier". In this sentence, mangiare prima means "to eat beforehand" or "to eat first" (presumably before showing up to wherever they are currently late for).