Learn French: Les marins ont navigué malgré le danger. - The sailors sailed despite the danger.

The word malgré means "despite" or "in spite of" and is a preposition, which means it must be followed directly by a noun or a pronoun. Here, it is followed by the noun phrase le danger. You should avoid saying malgré que in standard French. If you want to express "although" and follow it with a subject and a verb rather than just a noun, you should use the phrase bien que instead.

Sailing is a movement. Why does naviguer use avoir (ont navigué) instead of être in the passé composé?

While sailing is indeed a movement, only a specific, limited list of movement and state-change verbs (often taught as the DR and MRS VANDERTRAMP verbs, such as aller, venir, or partir) use être as their helper verb. Other verbs that describe physical activities or travel methods, like naviguer, marcher (to walk), or courir (to run), use avoir.

Is there another way to say "despite the danger" using a different expression?

Yes, you can use the phrase en dépit de, which means "in spite of". If you use it here, you have to remember your preposition contractions: de plus le becomes du, so the sentence would end with en dépit du danger. Both malgré and en dépit de are followed by a noun and have the exact same meaning.