We must/should have a PE lesson now, but our PE teacher's ill so it's been cancelled.

[Mike MC]

We must/should have a PE lesson now, but our PE teacher's ill so it's been cancelled.

I think the right option is must, but I'm not sure.

 

[Barque]

I wouldn't use either.

We were supposed to/scheduled to have a PE class now, but...

 

[Mike MC]

I wouldn't use either.

We were supposed to/scheduled to have a PE class now, but...

Well, the original question has only three options:

We must/ We should/ We shouldn’t have a PE lesson now, but our PE teacher’s ill so it’s been cancelled.

 

[Barque]

Well, the original question has only three options:

Where's the "original question" from?

If those are the three options, "should" seems the only likely answer. "Must" is wrong, and "shouldn't" wouldn't make sense in the context.

"We should have had" or "We should be having" are both possible too.

 

[Mike MC]

Where's the "original question" from?

If those are the three options, "should" seems the most likely. "Must" is wrong, and "shouldn't" wouldn't make sense in the context.

A quiz I found online.

 

[Barque]

A quiz I found online.

The page you linked to doesn't show that question. Maybe it occurs later in the exercise but it appears you have to become a member to see more.

 

[Mike MC]

The page you linked to doesn't show that question. Maybe it occurs later in the exercise but it appears you have to become a member to see more.

Yes. Here's a screenshot:

 

[Barque]

Thank you. I suggest going with "should" then.

 

[bhaisahab]

I agree with Barque, use "should have".