One scenario could be that Jiraiya is poisoned before his fight with Pain. In the fanfiction, an enemy within the village who is secretly working for Pain's forces might have poisoned his food or drink. So, when he goes to face Pain, he is already weakened, and this ultimately leads to his death. Another possibility is that Jiraiya's death is a result of a time - traveling plot. If there is time - travel involved in the fanfiction, his actions in the past might accidentally create a situation where he has to die to preserve the timeline.
There are also fanfictions where Jiraiya's death is a part of a political conspiracy. The village elders or some powerful ninja clans might see Jiraiya as a threat to their power. So, they secretly manipulate the situation when he goes to fight Pain. They could withhold crucial information from him or even send him into a trap. As a result, Jiraiya is overpowered by Pain and dies, while the conspirators achieve their goal of getting rid of him.
One possible scenario could be that Naruto leaves to train in isolation. He might feel that he needs to become stronger on his own without the guidance of Jiraiya, and so he sets off to find new ways to improve his skills.
In some fanfictions, Naruto might team up with other unexpected characters. Say, he teams up with some of the Akatsuki members who have a vendetta against Pein for some reason. Together, they are able to save Jiraiya from Pein's clutches.
In fanfiction, Jiraiya's death can also be used to explore themes of sacrifice. He sacrificed himself for the greater good, and this can be further elaborated in different stories. For example, some fanfictions might show how his death inspired other characters to be more selfless.
Naruto is devastated. He feels a huge void in his heart. Jiraiya was the one who believed in him from the start, and his death makes Naruto question a lot of things. He might even start to doubt his own strength for a while.
One scenario could be that Naruto is poisoned during a battle. Jiraiya, with his vast knowledge of herbs and medicine, finds an antidote in time to save Naruto. Another possibility is that Naruto is trapped in a genjutsu created by a powerful enemy, and Jiraiya uses his own genjutsu - breaking skills to free Naruto.
One exciting scenario could be Naruto learning a new and powerful jutsu from Jiraiya. For example, Jiraiya might teach Naruto a more advanced form of the Rasengan. Naruto would struggle at first, but with Jiraiya's tough love and guidance, he would gradually master it. This would involve lots of physical training in different terrains, like near a waterfall where Naruto has to maintain his focus while being bombarded by the water's force.
One scenario could be that they were betrayed by someone close to them. This person could have leaked their whereabouts to the dark forces. As a result, the dark wizards attacked them when they least expected it. Another possibility is that they sacrificed themselves to protect James. They might have faced a group of powerful dark wizards alone to buy time for James to escape.
Sometimes Naruto copes by throwing himself into his training. He uses the pain of losing Jiraiya as fuel to become stronger.
He might become more determined. Losing Jiraiya was a huge blow, but it could fuel his desire to become stronger and protect the village even more.
It could be that Naruto has lost a dear friend. He is overwhelmed with grief. Jiraiya comes to his side. He doesn't say much at first but just gives Naruto a big hug. Then he starts to talk about the impermanence of life and how those who are gone would want Naruto to keep moving forward and be strong for their sake.