Both sentences in Item 1 are grammatically correct, and so with both sentences in Item 2.
In the sentence “We are family,” the word “family” is functioning as an adjective; working as a adjective complement to the subject “we,” it describes the individuals referred to by the pronoun “we” as members of the same family. On the other hand, in the sentence, “We are a family,” the word “family” is functioning as a noun, and “a family” serves as a noun complement to the subject “we.” The meaning of both sentences is practically the same, but “We are family” is more idiomatic—meaning that it’s more often used in speech by native English speakers—than “We are a family.”
The same distinctions above apply to the sentences “They are family” and “They are a family.” The only difference is that the subject in these two sentences is the third-person plural “they,” while that of the first two sentences above is the first-person plural “we.”
In Item 3, though, only “They are a couple” is idiomatically correct usage. The construction “They are couple” isn’t used in speech in the same way as “We are family” or “They are family.” I can’t say for sure why. It’s most likely because native English speakers don’t have the same level of comfort when saying “They are couple” than when saying “We are family” or “They are family,” so “They are couple” has not become acceptable in conventional speech.
