the first answer is correct = le nouveau film de science-fiction a fait peur à Julie
Luc n'aime plus les documentaires
Ils ne vont plus aller au cinéma parce que c'est trop loin (the 2nd one is wrong because a verb after a conjugated verb as to be infinitive so = ils ne vont plus vont is wrong) (vont = verb aller) (the 3rd one is wrong because the 2 negative forms as ne..pas, ne ..plus have to be before and after the conjugated verb-in general)
aller je vais tu vas il/elle /on va nous allons vous allez ils/elles vont