Aha! You have encountered the grim truth: English is not so consistent. You are absolutely right that we (almost) always would change "will" to "would" when speaking about the future of the past (which is also our own past. However, when we are speaking about a future which is not only the future of the past which our past tense references, but is also our current future, native speakers will be tempted to use "will," since this thing is still in the future. In your example, the payment of taxes is not just at the time the law was passed, but is (probably) still happening now. This means that we think of it as future. BUT according to strict grammar rules we must use "would" and not "will" here. Although native speakers do break the rule as I have explained, it is still better English to use "would." However, it is difficult for teachers to give you a good response to this sort of question without more context. If the tax law was stopped, and there is no future possibility of it being implemented, we wouldn't use "will."

the order of actions: in They thought that it would happen it was they thought -- it happened -- we talk about it but in They passed a law that we will have to pay taxes it is they passed -- we talk about it -- we will pay

"Will" has less connection to a "future tense" than one might think. The purpose of "will" in English is to express certainty or conviction, not to put events into the future (although it can be used for that purpose too). Truthfully, English has no future tense. It has modal verbs instead. In your sentence "will" has only a little to do with the future. It means "They passed a law that we have to pay taxes". You can omit "will" and the meaning changes very little. All "will" does is to add certainty: "They passed a law that we definitely have to pay taxes." That doesn't mean it has *nothing* to do with the future. Saying "under this law we definitely have to pay taxes" is close to saying "under this law, in the future we have to pay taxes". The words "will" and "would" are closely related. Indeed, in Old English "would" was the past tense of "will", but that is no longer true. In any sentence, you can always replace one of these words with the other, but the meaning changes. The difference between "will" and "would" is that "would" expresses less certainty, less conviction, and is more hypothetical than "will". You certainly can say "They thought that it will happen". It just has a different meaning.