Must have a strategy. First a then the
What is wrong with the sentence?
a) In English, you would not say 'demand ... must' - to 'demand that someone do something' is the same as 'to say that someone must do something'.
b) It should be 'a' strategy, not 'the'.
It should be "They demand that the government have…" instead. The verb "demand" takes a "that"-clause with a subjunctive verb, and when "have" is in the subjunctive mood, it can't take a modal verb like "must."
The whole sentence
"that " is not necessary in the English, "they demand the government.." is fine; and it's not in the Vietnamese. Reported.