What should they do in this situation?

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They are not sinful for not fasting. If they are able to fast later, they should make up the days. They can pay a fidya if they are able to.

5, 6, and 7. Extreme Thirst, Hunger, and Exhaustion – Legitimate Reasons for Breaking a Fast

It is allowed for a person who is experiencing extreme thirst, hunger, and exhaustion to break their fast. The evidence is the following ayah:
“Spend in the cause of Allah and do not let your own hands throw you into destruction ˹by withholding˺. And do good, for Allah certainly loves the good-doers.” [Al- Baqarah, 2:195]