Are there mandatory drink purchases?
No, not for you or your wife. If you're empty handed, meseros will pester you for a drink. Nurse a water and you'll be fine.
How would the girls react to bringing a female?
That really depends on what you have in mind. Many girls will do trios but not girl-on-girl action.
Some girls will definitely do girl-on-girl (DATY, etc), some will even be into it. If you're judicious during the ficha process you will definitely find one that's into the idea of a trio with girl on girl action, or at least pretends well enough to be into the idea.
Are the establishment welcoming of couples?
Though I've read exploits from other mongers about bringing wives (and SBs), I've only rarely have I seen couples there in person. I don't think this is necessarily because the club doesn't welcome couples, they just don't cater to them. The bar is loud and wild, the hotel too. The Zona Norte is also pretty gritty, hardly a romantic spot. Though there are nicer areas of TJ to stay in like Zona Río.
I've opined before that Hong Kong club is a level 70 club. tuscl.net I think this applies to both you and your wife: you should both be armed with the constitution, endurance and other mongering skills to handle a weekend in TJ.
But if you're both ready for it, damn, you'll have a blast.