One scenario could be that Daphne is bullied by some Slytherins for not conforming to their pure - blood ideals. Harry, having been bullied himself, steps in. He tells her that their opinions don't matter and that she is a great person regardless. He might even offer to practice defensive magic with her so she can stand up for herself.
You can try fanfiction websites like FanFiction.net or Archive of Our Own (AO3). Just use the search function and type in 'daphne comforts harry' and you'll likely find a variety of stories.
There are 'daphne comforts harry fanfiction' where Daphne discovers Harry's nightmares about Voldemort. She decides to stay by his side at night, using a charm to keep the nightmares at bay. As time passes, they form a deep bond, and she becomes an important part of his support system during the fight against the Dark Lord.
One common theme is friendship. Even if they might not have been close friends originally, Daphne reaches out to Harry in a time of need, showing that friendship can form in unexpected ways. For example, in many fics, Daphne sees Harry's pain and decides to be there for him without any ulterior motives.
Another one is 'Comfort in the Dark'. In this story, Daphne discovers Harry having nightmares. She uses magic to create a calming environment for him and stays by his side until he feels better. The way the author writes about Daphne's gentle approach to Harry's distress is really touching.
A common scenario is when they are paired up for a project at Hogwarts. Daphne gets to see Harry's determination and hard work up close, which makes her start to like him. Another is during a Quidditch match. Harry's skill on the broom and his leadership on the team might make Daphne admire him and develop a crush.
Maybe they attend a pre - Hogwarts magic class together. Harry struggles a bit with some of the advanced spells being taught, and Daphne, though initially a bit aloof, decides to help him. This could start a relationship where they learn from each other, with Daphne learning about Harry's unique experiences outside the wizarding world and Harry getting a better understanding of the pure - blood society through Daphne.
A popular scenario is when Harry is injured and Daphne takes care of him. This time of vulnerability brings out strong emotions in both of them. Daphne's kindness and concern for Harry makes him see her in a new light. As he recovers, their relationship blossoms and their first time could be a beautiful moment of two people who have come to love and cherish each other deeply.
One scenario could be that Harry has a nightmare about Voldemort. Mrs Weasley finds him trembling and she sits by his side, wraps him in a warm quilt and tells him that he is safe now, that he's part of their family and they will protect him no matter what. She might make him a warm cup of cocoa as well.
One scenario could be that Percy has had a really tough battle and is feeling down about his performance. Thalia finds him sitting alone, and she sits beside him, tells him that everyone has off days and that his strength is more than just his combat skills. She might share some of her own insecurities and how she overcame them, making Percy feel less alone.
Maybe Kurenai is doubting her abilities as a ninja and a teacher. Naruto then shows her all the ways she has influenced the lives of the young ninjas in Konoha. He gives her examples of how her students look up to her and how she has taught them valuable skills. Naruto's belief in her could boost her confidence.