At first, Harry would be in shock. He would be full of disbelief that Dumbledore, of all people, would do such a thing. He would struggle both physically and emotionally. Physically, he would try to break free from whatever bindings or magical restraints Dumbledore has put on him. Emotionally, he would be a mess, feeling hurt, scared, and confused. However, depending on how the story unfolds, he could gradually come to terms with the situation if Dumbledore manages to convince him that it's all for a greater good.
Hermione would be extremely worried and would start researching like crazy to find out where Dumbledore has taken Harry. She would probably suspect that something is not right with Dumbledore and would try to convince Ron to help her. Ron, on the other hand, would be initially shocked but then would be ready to go on a rescue mission with Hermione.
The Ministry of Magic would probably be in an uproar. They might see Dumbledore's actions as a blatant abuse of power. They would send out Aurors to search for Harry and arrest Dumbledore. After all, Dumbledore is one of the most powerful wizards, and his actions would be seen as a threat to the stability of the wizarding world.
At first, Harry may be in shock. He's been taken by someone he respects and looks up to. As he comes to terms with his situation, he might try to reason with Dumbledore. If that doesn't work, he could start to plan an escape, using his wits and the magic he knows. He might also feel angry that Dumbledore is treating him this way when he's always been on Harry's side, or at least that's what Harry thought.
Percy would be really angry. He's used to being in control of his own situation, and being kidnapped is not something he would take lightly. He'd probably try to fight back right away, using his demigod powers like his sword fighting skills and his ability to control water.
At the beginning, Harry would be frightened. He's in an unknown place with Loki, who is known for his trickery. But Harry is no pushover. He would quickly gather his courage. He would remember all the times he's faced danger at Hogwarts. He might try to communicate with Loki to understand his motives. If Loki reveals that he wants to use Harry's magic for something, Harry would try to find a way to outsmart Loki. He could pretend to cooperate while actually looking for a weakness in Loki's plan. Harry would also be thinking about his friends at Hogwarts and how he needs to get back to them, which would give him extra motivation to fight back against Loki.
Harry's reaction could be a mix of fear and defiance. He's faced Voldemort multiple times, so he won't be completely helpless. He may try to understand Severus' psyche, remembering that Severus has always had a somewhat ambiguous relationship with him. He might try to appeal to Severus' better nature if he believes there is one. Harry would also be thinking about how this situation affects the overall fight against the Dark Arts and Voldemort. He might see it as a setback or an opportunity, depending on how he can turn the situation around.
The OC might be terrified at first. Bucky has a reputation for being a dangerous and powerful figure. So, they would probably be in a state of shock and fear.
Another aspect could be that Dumbledore is being controlled or influenced by some external force. In the fanfiction, this could lead to a very interesting story where Harry has to figure out how to break Dumbledore free from this control while also escaping from his 'kidnapper'. It would be a total role - reversal from the original story.
At first, Will would be in shock. But as time passes, he would start to analyze Hannibal's motives. He is a profiler, after all. He might try to use his psychological knowledge to manipulate Hannibal in return. He could also go through periods of anger, resenting Hannibal for taking away his freedom. And there might be moments of confusion as he tries to figure out if there is any part of Hannibal's actions that could be considered 'caring' in his warped way.
Harry might initially be confused. He has always looked up to Dumbledore, so when he realizes Dumbledore is trying to control him, he could start to question everything he thought he knew about their relationship. He may become more rebellious as a result, trying to break free from Dumbledore's influence and make his own decisions.