Should it be je sois allé ?

Charles, 

there are really only 2 tenses of the subjunctive mood in regular use - the present subjunctive and the past subjunctive. 

This leads to situations in which the tenses don't align directly with English tense use. 

In practical terms, especially in speech, the present subjunctive is used in most situations, even for describing simple events from the past ( as well as for present and future situations). 

Hence, the usual expression here would be " J'aille ..." not " je sois allé...". Grammatically, the past subjunctive may not be 'wrong' but is not used all that often nowadays in ' simple past situations ', especially not in 'informal' communication. 

The exception is when there is a need to emphasise the order of past events, in which case the past subjunctive is used for the preceding earlier event/s, and the present subjunctive for the following/later event/s. 

I can vouch for the fact that ' Il faut que j'aille ... ' is a commonly heard expression in everyday speech - hearing a 4 or 5 year old roll it off their tongue in a French movie was a bit ' soul-destroying ' for those of us struggling with the subjunctive !

See links below to previous discussions, and some information on literary moods. 

https://progress.lawlessfrench.com/questions/view/elle-avait-fait-ses-devoirs-avant-qu-il-n-arrive

https://progress.lawlessfrench.com/questions/view/elle-avait-fait-ses-devoirs-avant-qu-il-n-arrive

 https://progress.lawlessfrench.com/questions/view/elle-avait-fait-ses-devoirs-avant-qu-il-n-arrive

 https://www.lawlessfrench.com/grammar/literary-tenses-moods/

 https://www.lawlessfrench.com/grammar/past-perfect/