It could be a new villain. Maybe a villain who targets Naruto's loved ones and Naruto is unable to save them. This failure would cause him great heartbreak. For instance, if the villain kidnapped Hinata and Naruto couldn't rescue her in time.
Another character could be Kakashi. Maybe he has to make a tough decision that goes against Fem Naruto's wishes. For example, not allowing her to go on a dangerous mission she really wants to. This could make Fem Naruto feel betrayed and heartbroken, as Kakashi is a respected figure in her life.
It could be about Naruto facing a great loss, like the death of a dear friend. This might shatter his spirit and make him question his beliefs and path.
It could be Annabeth. Maybe they had a huge fight over something important, like the future of their relationship or a difference in their values regarding their demigod duties. And this fight led to Annabeth leaving Percy, which broke his heart.
It could be a genjutsu cast by an unknown enemy. This enemy might be targeting Naruto specifically to make him vulnerable. They could be using sleep paralysis as a way to weaken his mental state before a bigger attack.
It could be an old enemy who has come back with new and more terrifying powers. For instance, Orochimaru might return with some kind of jutsu that can directly target Naruto's mind and create unfathomable fears in him.
Gary could also be the one to cause Ash's heartbreak. Maybe Gary outshines Ash in a big Pokemon battle and then mocks him for it. This could make Ash feel like a failure and break his heart. Gary has always been a bit of a rival to Ash, so this kind of situation is plausible in fanfiction.
It could be Sasuke. If Sasuke completely rejects Naruto's friendship and the idea of coming back to the village, Naruto might be deeply hurt. He has always been trying to bring Sasuke back, and if Sasuke shuts him out completely, it could be a major factor in his downward spiral.
Another possibility is that the Pokemon themselves could be the cause, in an unexpected way. For example, if one of Satoshi's Pokemon gets seriously ill and needs to be left in a far - away place for treatment. Satoshi decides to stay with the Pokemon, but Haruka has to continue her journey. This difficult decision could lead to heartbreak for both of them.
Danzo could also be the one to make Naruto angry. Danzo's underhanded tactics and secrets might be exposed in the fanfiction, and if they were to directly harm Naruto's friends or the village, Naruto would be furious at his actions.
It could be the result of Naruto's own inner demons. Maybe he discovers some dark secret about his past, like his parents being involved in something he can't accept. This self - realization could be so traumatic that it makes him cry blood as he struggles to come to terms with it.