Whether hja means she or they is always made clear by verb conjugation.
Etymology
Compare North Frisian ja (Sylt and Mooring dialects), djo (Helgoland dialect), jä (Halligen, Hoorning and Wiedingharde), jo (Amrung and Fering); Saterland Frisian jo (Strukelje and Schäddel), joo (Roomelse). Cognate with English dialectal hoo(“she”), Standard English she. More at she.