D&D 5E - How can players counter Mass Suggestion?

Telegraph and foreshadow this threat well in advance. It should not in my view be a surprise to the players when the spell is cast on them. That gives them the opportunity to think about how they want to possibly counter or avoid it when the time comes. The easiest way to try to deal with it is spending Inspiration on their saving throws to have a better chance of success, but they may come up with some clever options.

It's the players' role to come up with a solution, not yours. All you need do is warn them it's coming. And if they do nothing and are killed and/or captured, they will know they had a hand in that outcome. But they may surprise you.