Perhaps Marco uses his intelligence to outwit his captors. He could pretend to be weak or injured and when they least expect it, he could make his move. He has a lot of experience from his time with Whitebeard, so he could use that knowledge to find a weakness in their security and escape.
It could be the Blackbeard Pirates. Since they have a history with the Whitebeard Pirates, they might capture Marco to get information or as a form of revenge.
Well, he might be used as a bargaining chip against the Whitebeard Pirates. His captors could try to extract information about the pirates' secrets or hidden treasures.
Another possibility is that a rival pirate group that has a long - standing feud with the Whitebeard Pirates managed to finally get the upper hand and capture Marco. They could have been studying his movements for a long time and found a weakness in his defenses. This group might be led by a very cunning and powerful pirate captain who has a personal vendetta against the Whitebeard Pirates and sees capturing Marco as a major victory.
One way could be through alliances. In the Capitol, there might be some people who secretly support her cause or who are simply against the cruel treatment of captives. She could form an alliance with them and plan an escape. For example, a Capitol servant who has access to keys or security codes could help her. Also, Katniss could pretend to be compliant at first, lulling her captors into a false sense of security before making her move.
Naruto could use his shadow clones to create distractions. He could make a large number of clones and while the Akatsuki members are dealing with the clones, he could find an opening to escape. Also, he might be able to tap into the power of the Nine - Tails more than ever before in a desperate situation, using its strength to break free from any restraints.
Another way is that he forms an unexpected alliance within Iwa. There could be a dissident group in Iwa who oppose the capture of Naruto. They might help him escape in exchange for some future favor or because they believe in Naruto's cause. Naruto has a way of inspiring people, even those who are initially his enemies, so this is a plausible scenario.
One possible scenario in this fanfiction could be that Ace and Marco are facing a powerful and unknown enemy in a spooky, haunted island. The island is filled with strange noises and dark shadows. Ace's fire powers seem to be ineffective against this new threat as it keeps disappearing and reappearing. Marco, with his phoenix abilities, tries to scout from the air but gets caught in some sort of dark mist. They have to rely on each other and their friendship to overcome their fear and find a way to defeat this mysterious foe.
Percy could use his water powers. He could summon water from nearby sources, like pipes or even the air if it's humid enough. With the water, he could create distractions, like water walls or waves to disorient the Avengers. Then he could make a run for it.
Well, first of all, Percy is a very resourceful character. If he was captured by SHIELD, he'd quickly assess his surroundings. Since he has control over water, he could start by causing a water - related malfunction. For example, if there were any water - cooled systems in the SHIELD facility, he could make them burst. This would create chaos and give him an opportunity to slip away. He could also use his powers to sense any water sources around, like underground water channels. He could then use these as a means of escape, perhaps creating a tunnel of water to swim through. And don't forget his sword, Riptide. He could use it to cut through any barriers or fend off agents if necessary.
Konoha could also try to rehabilitate Deidara in some fanfic ideas. They might see if they can turn him away from his violent and destructive ways. Maybe they'd assign some ninja with good persuasion skills to talk to him and make him see the error of his ways. They'd also keep him under strict surveillance during this process.