The "they" thing with Zoro and Luffy is interesting, mostly in how it is received. Bluntzilla said, more or less, what I would like to say, but I want to be specific about it. Since many people keep referencing "logic," I think it's appropriate to bring in a bit of Frege, founder of symbolic logic.
Frege (most notably, though others did similar) distinguished between the sense of a word and its referent. The typical case is "The Morning Star" and "The Evening Star." The sense of "The Morning Star" is arguably its literal meaning, specifically that it is the first star seen at morning. Similarly, the sense of "The Evening Star" is the first star seen at night. Now, the interesting thing is the referent - the referent is the actual thing in the world that satisfies predications using some term. The first star seen in the morning and the first star seen at night are both Venus. Though Venus isn't even a star, Venus is the actual thing that people call both "The Morning Star" and "The Evening Star," as it rises just about sunset, and just prior to sunrise.
The point? People didn't realize that the morning star is the evening star until we scientifically investigated it. What we say can have hidden aspects, things that we don't even know about until further investigation.
This is somewhat related to Luffy and Zoro using the term "they." Suppose that, when using the word "they," Luffy and Zoro incontrovertibly were referring to Blackbeard's crew. That doesn't change the fact that the sense of the term "they" can vary; this is evidenced by people using they all the time to refer to things other than Blackbeard's crew. This is the source of the ambiguity: had they said "It's not him, it's him and his crew" there would be no ambiguity at all; more importantly, had they said "It's not him, it's him and his crew" they would have meant the same thing, since this is just what they meant in the first place.
Nevertheless, they used the word "they" to refer to Blackbeard's crew. Now, if Blackbeard happens to be a chimera, or a cerberus, or multiple people, or whatever, this would be a total surprise to Luffy and Zoro. However, we might still say that "It's not he, it's they" is true, and in a different way than before - when used original it referred to BB's crew (and was true), and now it refers to his multiple personhood (and would be true). You might even say Luffy and Zoro were right and didn't even know it.
The ambiguity produced by a shift in referent can be coupled with the distinction between character and reader to produce foreshadowing - the reader can see alternative meanings that the characters themselves never conceived of. Now, this can be done all over - there is ton of ambiguity in One Piece (or just in life). Using one possible (but definitely unintended by Luffy and Zoro) interpretation of a sentence by itself as evidence for the truth of that interpretation would just be silly - and that is also the overwhelming opinion here. The points that feed into this "theory" however are at least two-fold: (1) Oda does use ambiguities like this at times for purposes of foreshadowing, thus it is not strictly speaking impossible that this is such a case, and (2) Importantly, there seems to be some other evidence of this theory (flag, Marco and Ace's comments (though I think the latter just refers to age), perhaps even simply the abstract power for having multiple fruits…).
Therefore, the "they" used by Luffy and Zoro, by itself, signifies nothing. However, it could be seen as part of a body of foreshadowing remarks available to the reader, even if not available to or even conceived of by some or any characters. The crucial point is that it is meaningfully consistent with certain things that we definitely believe are foreshadowing, and that if the chimera theory is right we could both say that Blackbeard really is a "they" and also that Luffy and Zoro had absolutely no idea.
TL;DR: Luffy and Zoro's "They" doesn't signify that they know anything we don't, and taken alone does not provide evidence for anything at all. However, it could be meaningfully interpreted as belonging to a body of comments which foreshadow BB as being multiple persons, and Oda does tend to use multiple story elements in tandem, including some ambiguities, when foreshadowing something.