Describe the sequence of events that led the family from Malegaon to seek Sai Baba's help in Shirdi.

According to Chapter 34, the family from Malegaon turned to Sai Baba after exhausting all other options. Their nephew suffered from a bone-cyst, and his uncle, a doctor, along with other physicians and surgeons, could not cure him. The text states that all native and foreign treatments were tried without success. When these medical remedies reached their limit, the relatives suggested worshipping deities. However, when the gods and the family god also seemed to provide no relief, they heard about a famous Avaliya, Sai Maharaj, in Shirdi. Hearing that he could heal diseases with his sight and Udi, the parents decided to make the journey as a final resort.