Why not just use map?
convertToIntegers :: ([GHC.Word.Word8], Integer, Integer) -> ([Integer], Integer, Integer)
convertToIntegers (as, x, y) = (map toInteger as, x, y)
Edit:
Your main issue is that you have an actual bug here:
( toInteger a : convertToIntegers (as, x, y), x, y)
^ ^ ^
You are returning a tuple as the first argument of another tuple, in the type signature you are claiming to be returning a list of integers. If you didn't want to use map, you could write it like this:
convertToIntegers :: ([GHC.Word.Word8], Integer, Integer) -> ([Integer], Integer, Integer)
convertToIntegers (as, x, y) = (convertWords as, x, y)
where
convertWords [] = []
convertWords (z:zs) = toInteger z : convertWords zs