Not to be even more picky, but you could have just said: "No van" . The 'van' implies 'they' regardless of gender...however, if you wanted to be really really picky and 'they' were all ladies, you'd say 'Ellas' to be specific. 'Van' already means 'They go' (ergo, No Van means They don't go.)
Even then, if you meant "They aren't going", the correct phrase would be "No estan yendo."
/I may be wrong. Doesn't really matter...I want pie...