Cyclops is motivated to do this because Odysseus tricked him and humiliated him, and even had the hubris in the end to mess with him about it. Poseidon is the Cyclops' father so naturally the Cyclops wants help and Poseidon can do it because Odysseus is traveling by sea.
A prepositional phrase is such a phrase which begins with a preposition (on, under, over, etc) and ends with a noun, pronoun, gerund, phrase etc.
So here, the correct sentence will be "On the stage the members of the orchestra began to tune their instruments".
“their” and “she” are the pronouns because they are taking place of a noun (meaning a name).
extending for understanding:
so for “she” it’s taking place of a woman’s name. the sentence could also be, for example, “sally told me the house had red shutters and a blue door.” “she” is holding the place of the name sally.
and for “their” it’s holding the place of name of a group of people. this sentence could be, for example, “that’s not the smith’s house at the end of the street.” “their” is holding the place of the smith’s.