Well, it could be due to the stress of the wizarding world's constant threats. For example, if a character has witnessed a lot of dark magic attacks like the Death Eaters' raids. It can leave them psychologically 'not ok'.
One way could be through the power of friendship. Just as Harry, Ron and Hermione supported each other in the original books. In the fanfic, other characters could come together to offer emotional support to the 'not ok' character.
The 'I'm not OK' fanfic might be unique because it can offer different perspectives on the original concept. It allows fans to explore the characters' emotions and situations more deeply.
I'm not sure which specific 'I'm not OK' fanfic you might like. You could try searching on fanfiction platforms like Archive of Our Own. There are often a variety of fanfics related to different themes, and you may find some interesting ones there.
In fanfic, one reason could be that he might feel constantly in danger at Hogwarts. With all the dark forces targeting him, he could think running away is the only way to keep his friends safe. For example, if Voldemort's followers keep infiltrating the school, Harry might feel responsible and decide to leave to draw the danger away from others.
He might leave Hogwarts in fanfic due to a sense of disillusionment. Maybe he discovers some dark secrets about the school or the wizarding world in general that make him question his place there. It could be something related to the way the school is run or a conspiracy among the teachers that he stumbles upon.
The art style might be the culprit. It could be too grotesque or just not aesthetically pleasing to you. Also, the pacing of the story within the graphic novel might be off. If it's too slow or too rushed, it can make the whole reading experience not enjoyable, thus making you not okay with it.
Perhaps in this fanfic, there has been some major plot twist that makes Harry believe that bowing to Voldemort is the only way to save his friends or the wizarding world. For example, Voldemort may have threatened to kill all of Harry's loved ones if he doesn't submit, and Harry is sacrificing his pride for the greater good.
Well, he could be a new student at Hogwarts who's a bit older than the others. Since he has his unique way of seeing things, he might be sorted into Ravenclaw for his intelligence and ability to analyze. In the fanfic, he could start investigating some strange happenings around the school that seem related to the Forbidden Forest, using his profiling skills to figure out if there's a 'human' or rather a wizard or magical creature behind it all.
It could mean a story related to Harry Potter but not in the style of a typical fanfic for the Potter series. Maybe it's a story that takes a different view on Harry Potter, like a critical analysis or a parody that doesn't follow the fan - created norms.
He might hide it because he doesn't fully understand his own fascination. Harry has always been on the side of good, but perhaps there are elements of the dark side that seem alluring in a strange way. He could be afraid that exploring these feelings would lead him down a dangerous path, so he keeps it a secret.