Here we have the "Subjonctif Présent" tense introduced by "que" (qu'on). Furthermore, the sentence is expressing an uncertain action: He's not sure if they should go to the healers for the treatment.
Second, we have the pronoun "on" so the verb should come in the singular form.
All in all, we get the third answer: Doive.
"Je ne pense pas qu'on doive aller aux guérisseurs pour le traitement".