You can say both of them but " Ishan" is much more formal than " Anha". Honestly we have 3 ways of saying " THEY" in Farsi:
- " Ishan" ایشان which is very formal"
- " Anha" آنهاnormal way of saying THEY
- " oona" اونا which is very colloquial
Look at the sentences below:
آنها را دیدم./ Anha ra didam.= I saw them.
اونا رو دیدم. / oona ro didam. = I saw them.
ایشان را دیدم./ Isgan ra didam.
in all the above sentences " Anha" is an OBJECT. Now look when it is a SUBJECT.
آنها رفتند./ Anha raftand.= They went.
اونا رفتن. / oona raftan. = They went.
ایشان رفتند./ Isgan ra raftand. They went.
Hope this will help you my friend.
:)