No, credere che and pensare che are not always followed by the subjunctive mood. There are cases where using the indicative mood is possible or even obligatory. Grande grammatica italiana di consultazione, vol. 2 says about this:
If the speaker and the person denoted by the subject of the predicate are not identical — and this is, except for the 1st pers. sing. pres. credo, always the case — it opens, for one, the possibility to indicate through the choice of mood whether or not the former shares the belief of the latter. […] On the other hand, the indicative mood can also express one’s conviction of the truth of the dependent clause’s content. This also applies in cases where the person denoted by the subject of the predicate and the speaker are identical, should the dependent clause need to be expressed as their firm conviction. The dependent clause’s communicative function thus approaches that of an only slightly weakened assertion. The relative autonomy of the dependent clause that emerges in this way allows the choice of the indicative mood, especially in cases where the subjects of the main and dependent clauses are referentially identical:
Credo che ho dimenticato gli occhiali proprio lì. — I think I forgot my glasses right there.
«Credo che mi annoiavo e anelavo il momento che la giornata riprendesse» — “I think I was bored and longing for the moment when the day would begin again” (C. Pavese, Storia segreta, in Racconti, Turin, Einaudi, 1960, p. 485)
In these cases, credo can be replaced with a sentential adverb such as probabilmente (“probably”). The phrase Credo che Dio esiste (“I believe that God exists”) should be mentioned in this context, wherein credo can’t even be interpreted as a weakening of the dependent clause’s statement anymore.
It goes on to say:
However, the indicative mood can also be used to express, almost quote, something as somebody else’s firm conviction:
- C’è gente che crede che la libertà e l’ordine non sono compatibili. — There are people who believe that freedom and order aren’t compatible.
The indicative mood is obligatory after imperatives and corresponding expressions:
Creda che è / *sia una grande sofferenza per noi assistere a questa situazione senza poter fare niente. — Believe me, it is really hard for us to witness this situation without being able to do anything.
Creda che sono / *io sia veramente mortificato. — Believe me, I am really sorry.
The book explains later on that the latter also applies to pensare:
- Ma pensi che tutti si sono schierati contro di noi. — To think that everyone opposed us.
An example of this can be seen with the verb pensare in this panel of a comic:
“Imagine that, I got a pair of water skis as a gift.”
The indicative mood is also common after complex predicates of the type dar a credere, far credere (“to make believe”), especially to get across the subject’s intention to convince someone of the (presumed) truth of the dependent clause:
Lo faceva per dare a credere che con me aveva confidenza. — He did it to make me believe that he was on friendly terms with me.
Tu volevi farmi credere che era stato tuo figlio, non tu a telefonarmi. — You wanted me to believe that it was your son who called me, not you.
An example of this can be found in Niccolò Amenta’s La Fante:
… mi vuoi far credere, che non vuoi maritarti? — …you want me to believe that you don’t want to get married?
The book goes on to explain that the indicative mood also appears after non credere, especially if, contrary to what the subject of the predicate believes, the content of the dependent clause is true:
Carlo si ostina a non (voler) credere che sono stati insieme dal preside. — Charles refuses to believe that they were in the principal’s office together. (that is: they really were in the principal’s office together)
Non credo che si tratta di un lavoro improbo. — I don’t think it’s a grueling job.
(Will expand this later to also cover pensare.)