A half - devil, half - human hybrid who has been hidden away from both worlds. This character could have a struggle with their identity, not fully belonging to either the devil or human side. Their powers could be a combination of both, which would make them a very interesting addition. They might be discovered by the main characters and then have to figure out where they stand in the grand scheme of things.
One idea could be a new character being introduced who has a unique power that challenges the existing power dynamics in the High School DxD world. For example, a character with the ability to nullify devil powers temporarily. This would create a lot of interesting situations where the devils would have to find new ways to deal with threats.
A shinobi from a hidden village that was destroyed long ago. This character could carry the secrets and unique jutsu of their fallen village and seek revenge or redemption in the Naruto world.
A new magical teacher could be added. This teacher could have a special connection to Kuroka, perhaps knowing about her past in ways others don't. They could guide her in her magical studies and also add some mystery to the story.
A foreign exchange student could be a great addition. She could come from a far - off land with unique powers and a different culture. This would add an interesting dynamic to the harem as she tries to fit in. Another potential character could be a mysterious girl who is actually a powerful supernatural being in disguise. She could initially be an antagonist but then end up falling for the main character. Also, a shy girl who is extremely talented in magic but lacks confidence could be added. The main character could help her gain confidence and she would then become part of the harem.
A mysterious transfer student could be added. This student could have a hidden power or a special connection to the harem queen's past. For example, she might be from a long - lost clan that has some sort of prophecy related to the harem.
Issei is an obvious choice. Given his role as the main character in the series, he would likely be in the center of any story involving torture magic. Rias Gremory could also be involved as she often protects her comrades and would not stand by while they are subjected to torture magic. Akeno Himejima might be involved as well, especially if the torture magic has some connection to her powers or past.
A healer character could be added. This healer could be the one who discovers a hidden power within the apprentice that could change the course of their journey. Another potential character could be a mysterious traveler. This traveler has seen many different worlds and has knowledge that could either help or hinder the apprentice.
Akeno could also be a possibility. Her calm and sometimes mysterious nature might draw Kaido in. Their interactions could start with mutual respect due to their combat abilities and develop into something more romantic over time.
A mysterious traveler passing through the town could be a new character. This person has seen many strange things in their travels and is not afraid of Edward. In fact, they see his potential and encourage him to leave the town and see the world.
A new character could be a therapist who has a unique approach to helping the main character. This therapist could introduce new ideas and methods of healing that the main character hasn't encountered before.