Loki could also show signs of fear, though he would try to hide it. Inside, he knows the power that Thanos wields. But on the outside, he would maintain a facade of bravado. His reactions would be a mix of his natural cunning and the instinct to survive in a very dangerous situation.
Another possibility is that Loki teams up with other characters. He could form an alliance with the Avengers or some other powerful beings in the universe. Together, they could come up with a plan to stop Thanos. Loki could contribute his unique skills, like his ability to shapeshift and infiltrate Thanos' ranks, and then they could launch a coordinated attack.
Loki would probably be defiant at first. He has a strong sense of self - pride and would not easily submit to Thanos's abuse. He might hurl insults and threats at Thanos, even though he is in a vulnerable position.
Loki might react with anger. He could seek revenge against Odin, plotting ways to undermine his power or expose his wrongdoings. This reaction is common as it shows Loki's pride and his unwillingness to be a victim.
Another scenario could be that Loki forms an unexpected alliance while in captivity. He could meet some other captives who have a grudge against Thanos. Together, they could plot against Thanos from the inside. Loki's silver tongue might be able to convince these captives to trust him and follow his lead. They could create a distraction or a mutiny within Thanos' forces, which would give Loki an opportunity to either escape or turn the tables on Thanos.
Loki could be surprisingly empathetic. He would see a bit of himself in Peter, perhaps, as someone who has been misunderstood. So he'd try to befriend Peter and give him advice on how to handle the bullies without using violence, like using his intelligence.
Yes, Thanos does kill Loki in the comics. It's a significant event in the storyline.
Another way is that Thor teams up with other allies. Maybe he gets help from the Avengers or some other powerful beings from the Marvel universe. They could create a diversion while Thor sneaks in to save Loki. Thor could also use his battle experience and strategic thinking. He might figure out Thanos' weak points and use that knowledge to rescue Loki. For instance, if Thanos has a certain device that is powering his hold on Loki, Thor could destroy it.
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.
The OC might be terrified at first. After all, being kidnapped by Loki is no joke. But they could also quickly gather their courage. Maybe they would try to talk to Loki, to understand his motives. If the OC is smart, they would know that Loki has his own reasons for doing things and might be able to find a way to reason with him.
At first, Loki could be a bit stunned. He'd take a moment to process the news. Then, his protective instincts would kick in. He might start making plans right away, like ensuring the safety of the reader and the unborn child. He could also be a bit in awe, realizing that he is about to be a father and thinking about all the new experiences that come with it. He'd likely be very tender towards the reader from that moment on, always making sure she's comfortable and has everything she needs.