Improve the bracketed part of the sentence.They were angry because they realised that they (have had been cheated).

The main clause is in the past tense ("They were angry... they realised"). The action of being cheated occurred before the realization in the past. Therefore, we must use the Past Perfect Tense in the passive voice.The structure for Past Perfect Passive is:
$$\text{had + been + }{V}_3$$
The bracketed phrase "have had been" is ungrammatical and redundant.Replacing it with "had been cheated" makes the sentence correct.