You must use 'don't they?' if the tag relates to the verb 'belong'. The fact that 'belong' is a state verb, not an action verb, does not change this. 'Belong' is neither an auxiliary verb or a modal verb, and thus the tag requires use of the verb 'do'.

Question tags

You must use 'don't they?' if the tag relates to the verb 'belong'. The fact that 'belong' is a state verb, not an action verb, does not change this. 'Belong' is neither an auxiliary verb nor a modal verb, and thus the tag requires use of the verb 'do'.

Question tags