1) Yes, ‘this’ is presenting the 3 people to someone, with all 3 of them there next to you, ‘that’ is pointing out the 3 people at some distance, across the room or whatever. That is the only difference, their proximity to you.
2) Yes, you can use all 3. The difference is emotional distance, the first and third options create some distance, referring to the 3 people in a detached way that could be perceived as rude, depending on the situation. The second option is polite and would be the most usual way of answering the question, in most circumstances.
3) Again all 3 are correct, it’s just matter of ‘tone’, or the emotional content of what you say. The first is unusual, quite clinical and detached. The second is the most natural, and that is can be contracted here to ‘that’s’. If you don’t know the 3 people then option 3 is ok too.