Why does it say, "our daughter"? She was their sister!
Moshav Zekenim, Ha'Kesav veha'Kabalah: We find that a sister is called a daughter - Yehoram's wife is called Bas Achav (Melachim II 18:26), and really, she was Bas Omri.
Ibn Ezra: They spoke on behalf of their father.
Alshich: Yaakov will agree with us to take her, as if she is also our daughter.
Ha'amek Davar: They were like a daughter to them, that they would give their lives for her. Normally, a person is Moser Nefesh for his wife and daughters.
Why did they say, "if you will not... we will take our daughter and leave"?
Ohr ha'Chayim: This was part of the Chochmah. They showed that they were upset with Shechem, and if the city will not join to be like them, they do not want to remain there.