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MUST NOT and BE NOT ALLOWED TO can both express an obligation not to do something. Sometimes, they can be used interchangeably without much difference in meaning.

"You must not run a red light/You are not allowed to run a red light."

MUSTN'T, in its deontic sense, sounds much stronger and more formal. It is used to indicate that something is forbidden and implies that it is urgent that something is prohibited to be done. 

"The passengers mustn't talk to the bus driver."

It often means that the action is illegal or dangerous. It can be an order or a strong recommendation and is usually used when the obligation comes from the person who is speaking. 

"Hey, you mustn't eat those berries, they are poisonous." 

It is also used to talk about thinks you need to avoid doing. 

"I mustn't drink too much beer at this party." (I don't think it's a good idea)

BE NOT ALLOWED TO can be either formal or informal. It always indicates that some external agency is imposing whatever the prohibition happens to be. 'Must not' is much less clear in this respect.

"Sorry, son, you can't be allowed to do that. You're grounded."

If you leave the theater, you won't be allowed to reenter without showing a ticket stub. Kids might not be allowed to play football after school unless they have finished their homework. And, certainly, your dog isn't allowed on the furniture!

"I'm not allowed to leave my house after dark." 

'Must not' implies that the speaker feels strongly about the rule themselves and is urging that it be followed. 'Not allowed to' simply means there is a known rule against it. It's more like 'shouldn't'.

"We're not allowed to go out at night, but let's do it anyway." 

For the vast majority of circumstance where 'not allowed to' works, 'must not' will also work. For some circumstances where 'must not' works (where there is no rule, but real practical downsides), 'not allowed to' does not.

"You must not put your fingers in the spinning gears." (NOT aren't allowed to)

Sometimes 'must not' is used to indicate lack of permission by an authority, even where there is no real practical risk.

"You must not fail to salute passing flag." (NOT aren't allowed to)

'Mustn't' is often used as a moral imperative: you mustn't say such things.

"You mustn't call them so late." (NOT aren't allowed to)

Note that while 'must' is common in AmE, 'mustn't', in this sense, definitely isn't. You say 'You shouldn't do that', 'You can't do that', 'Don't do that', etc. instead. That said, it can be used in formal context to emphasize urgency.

"You will never beat a virus like this one unless you get ahead of it. America must not just flatten the curve but get ahead of the curve." [Washington Post] 

Also note that 'mustn't' is very categorical and strict, and language learners should use it with caution. 

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