Yes and No
You can drive multiple Slingboxes from a Sky system (I actually drive three), by utilising the pass-though connections. But you can never watch different things. All the Slingbox does is send a TV signal it receives down the Internet, the Sky box will only ever output one signal so you will all have to watch the same thing.
Thanks so much for getting back to me.
I think the best way forwards then would be to subscribe to SkyPlayer which would mean everything runs independently and we can all watch different things.
There is such a massive gap in the market in the UAE for expats for some type of easy solutions etc.