Are Muslim mandatory to follow only one specific Mazhab?

Muslim are not obligated to follow only one Mazhab, particularly the 4 major Mazhab in ASWJ(Mazhab Hanafi, Mazhab Maliki, Mazhab Shafii and Mazhab Hanbali). You are allowed to pick and choose whichever 'edict' or 'opinion' given by any mazhab, provided you have the basic knowledge in Islamic Syariat. Here's a reminder from the Imams of Mazhab (School of Thoughts):

A) IMAM ABU HANIFAH was asked: "What do we do if we find a saying of yours opposing the Book of God?" He replied: "Leave my saying and stick to the Book of God." The questioner asked: "What if it contradicts a saying of the Prophet?" Abu Hanifah said: "Leave my saying in the face of the Prophet's saying." Again he was asked: "What if it goes against the saying of a Companion?" Again he said: "Leave my saying in the face of the Companion's saying." (Reported in Al-Qawl al-Mufeed by Shawkani.) Imam Abu Hanifah also declared: "My way (Arabic: madh-hab) is whatever hadith (saying of the Prophet) that is proved to be authentic." (Shami 1:50, Al-Fulani in Iqaz, p. 62.)

B) IMAM MALIK IBN ANAS said: "The saying of any person can be accepted or rejected, except the Prophet of God, peace be upon him." (Reported by Ibn 'Abd al-Barr and Ibn Hazm. Also in Al-Yawaqeet wa Al-Jawahir 2:96.) He also said: "I am just a mortal; sometimes i am wrong, sometimes i am right - so check my opinions. Whatever agrees with the Book (i.e. the Qu'ran) and the Sunnah, accept it; whatever disagrees with them, reject it." (Reported by Al-Fulani in Iqaz, p. 72.)

C) IMAM SHAFI'I narrated a saying of the Prophet (hadith). Someone from the audience said: "Do you say so as well?" On hearing this, the Imam was enraged. His face turned pale and he said: "Woe to you! Which earth would carry me, which sky would shelter me if I narrate a saying of the Prophet, peace be upon him and do not hold the same view! Do you see a zunnar (belt worn by non-Muslims)on me? Or have you noticed me coming out of a church? How can I report something from the Prophet, peace be upon him, and not agree with ?"

D) IMAM AHMAD IBN HANBAL said: "Do not follow me or Malik or Shafi'i or Auza'i or Thawri, but take from where they took (i.e. from the Qu'ran and authentic Sunnah)." (Reported by Al-Fulani He also said: "He who is on the verge of destruction rejects a saving of the Messenger of God, may the peace and blessings of God be upon him." (Reported by Ibn al-Jauzi.)

These are the fatwa from the 4 Imams of Mazhab in ASWJ. Islam ask us to follow Prophet's Sunnah(QS 3:132, 8:24, 33:71), not mazhab. Mazhab are only 'tools' that guide us to the correct practice of Islam and the Sunnah of the Prophet(pbuh).

The reason why Ulama in Malaysia 'advice' Malaysian Muslims to stick to one mazhab is because they are afraid Muslims would choose and pick the wrong combination of edicts from various mazhab, thus creating mudarat or mafsadah(destruction) towards themselves and the deen,  creating unrest and disunity in the community.

For example, a couple decided to get married. In terms of marriage (nikah) certain mazhab are not compulsory to have witness(saksi), others don't require wali, & some don't compel dowry(mas kahwin). So if one pick & choose each & every mazhab, one can just take away any lady from their father & marry off just like a prostitution. This is haram and are considered as zina in Islam.

There's a huge difference between one who does Talfiq in order to achieve Maslahah with one who intent to abuses the law. If everybody were to marry without wali and witness, it would create a huge problem to the community and that is why scholar of past describe it as haram in the sense of creating Mafsadah or mudhorat to public interest. Any Taqlid, Talfiq that create Mafsadah is haram in Islam.

You see, there're certain adab and rukun for people who wants to do Talfiq(change mazhab). One of the most important point for doing Talfiq is, we are prohibited to do Talfiq in order to create mafsadah or mudarat to the general public and the deen. The other rulings are one are not permissible to talfiq or taqlid on matters that are unambiguous and certain(Qati al thubut) in Islam, like the 5 rukun Islam and 6 rukun iman.

Ibn Al-Qayyim said:
“Verily, the Islamic Syariah is founded upon wisdom and welfare for the servants in this life and the afterlife. In its entirety it is justice, mercy, benefit, and wisdom. Every matter which abandons justice for tyranny, mercy for cruelty, benefit for corruption, and wisdom for foolishness is not a part of the Islamic Syariah even if it was introduced therein by an interpretation.”(I’lam Al-Muwaqqi’in ‘an Rabb Al-Alamin 11)

But, that does not mean Muslims are prohibited from doing Talfiq. Most, if not all ulama of the past said it was permissible to do Talfiq, esp the 4 imams mazhab of ASWJ. They said that if there are any opinions that are stronger(tarjih) than their own opinion, it is consider it is from them. They even encourages their followers to do Talfiq in order to find ease for themselves on a problem. This is because there is a verse from the Quran that says:

"Allah menghendaki kamu beroleh kemudahan dan Ia tidak menghendaki kamu menanggung kesukaran." (QS 2:185)

What matter most is Unity in the Ummah. Unity can only be achieved if Muslims get away from unnecessary disputes among themselves and stop fueling a feud within the Muslim community. Allah says: “And hold fast, all together, by the rope of Allah, and be not divided among yourselves”(QS 3:103). Another verse in the Quran says: “fall into no disputes, lest yes lose heart and your power depart.”(QS 8:46).

Wallahu'alam