How should the heirs of their father's agent act regarding the illicit shares that the company will not annul except by selling them or for less than the purchase value, and when should they continue in the company while demanding their inheritance?

It is not permissible to sell forbidden shares, because what is forbidden to buy is forbidden to sell. The way to dispose of them is to annul the contract for them with the companies. There is no harm if the annulment is for less than the purchase price, should the heirs agree. If annulment is not possible, then there is no objection to holding onto them until it becomes feasible.