Yellow! In order of questions...

Would Mazyar or Arha or Arha's army be willing to tell stories if questioned? Like what the place they come from is/was like, what they know about their destination, etc?
Sure! Give me four-five questions tops.

Mazyar's people & resentment
Well, they're not Mazyar's people, exactly. They're just... travellers. And they don't have to know about the party's role in their previous anguish, unless / until they are... told :)

Would Su Xunxian be able to chat with the bear?
The bear will be some km off the party — how long-reached is Xunxian's ability? In theory, yes, he may speak to the bear. Though I cannot guarantee the bear is a good conversationalist.

Would him trying to talk with the harpies be like with the mermaids, partial understanding? Would they be willing to answer, if so?
Actually, what Su Xunxian may notice is that these harpies are not animal at all, despite their aspect.

Any wildlife that would give warnings about the travel areas where they are heading into?
What kind of questions would Su Xunxian ask? I can spare some bugs!