I have noticed that the same quests from the caravan are much harder on the gathering hall.
The monsters have higher HP and Attack in this mode? If yes, do their power scale when there is more than one player in the party?
Monster health/attack does not scale to number of players in the party. Gathering Hall monsters have more health than Caravan monsters, but they do not have more attack damage.
At the beginning of the hunt, monsters can have their health modified by a random choice of five factors: very weak, weak, standard, tough, very tough. Eating for the Felyne Weakener skill prevents the tough and very tough modifiers from being applied.