Flue gas desulphurisation, or any other flue gas processing techniques for that matter, usually depends on 2 parameters..
1 - The flue gas composition, which is industry specific.
2 - The end use of processed flue gas, which in your case is for algae based CO2 capture.

I would suggest that industry specific techno-economic processes is a wise choice that to generalise a process for economic sulphur removal.

Wet scrubbing gives you 95% sulphur removal, but at a high cost. It is the gold standard choice for high sulphur emitting processes

Dry scrubbing is an economical process with a comparatively less sulphur removal efficiency that could be employed in low sulphur emitting processes (for eg. emissions from plants that use low sulphur coals)

Sorbent injection technologies can be employed for moderate level of sulphur removal at a relatively low capital cost.

Combination of dry scrubbing and sorbent injection technologies would be the "value for money" and "guaranteed efficiency" process and hence is arguably the best strategy to go by.

The sulfur removal technologies suggested by nicole are good enough to be employed by industries willing to meet the emission standards. But it is uncertain whether those processes can be effective for processing the flue gas to be used in algal systems.
It is wise to slow down the steamroller and let science sort out the possiblities of using these techniques for algae based carbon capture

lime and limestone wet FGD systems are the mainstay of SO2 emission control throughout the
world but are unattractive for the high capital cost. Alternatives for this expensive FGD process include
Limestone Injection Multistage Burners
Limestone Injection Dry Scrubbers [a process in which limestone is first injected into the furnace,
and the resulting excess calcined lime is used as the reagent for dry scrubbing]
Coolside [ a process that couples flue gas humidification with hydrated lime injection]
SOx-NOx Rox Box (SNRB) [a process that combines hydrated lime and ammonia injection upstream of a
hot, catalytic Box where the solid products calcium sulfite and sulfate and particulates are removed]

A wealth of information on SOX & NOX removal from flue gas is availible by doing an on line search for...Flue gas desulfurisation...........
Check out the "Wikipedia" material that comes up.The SNOX process is very attractive because about 250 F need to be removed to condense the H2SO4 vapor in the reactor down to liquid sulfric acid, a saleable product. That extra heat can be used in many ways in the algae processing plant..............Alan Schaefer

I think direct flue gas injection will be toxic for the alga SOX must be removed at least with a activated charcoal filter