It seems to me that because sedersi is reflexive, but dovere is not, "dovuto" requires avere as the auxiliary. That means the first sentence "Ho dovuto sedermi" is correct but the other two are not. Another possibility would be "Dovevo sedermi." The difference is that "Ho dovuto sedermi" means "I needed (at that instant) to sit" and "Dovevo sedermi" means "I needed (for a while) to sit." Hope this helps.