Maybe an ancient and evil tailed beast that has been sealed away for a long time. It senses the presence of the female elf, who has some sort of energy that could break its seal. It manipulates other villains in the Naruto world to try and capture the elf. Naruto has to not only protect the elf but also find a way to stop this tailed beast from being unleashed.
A group of rogue ninjas who are power - hungry. They hear about the female elf's magic and believe that if they can harness it, they can rule the Naruto world. They constantly attack Naruto and the elf, using various underhanded tactics and new jutsu that they've developed specifically to counter the elf's magic and Naruto's skills.
Perhaps a dark elf from the elf OC's world who has turned bad. This dark elf could be jealous of the elf OC's connection with Naruto and the Naruto world. So, he follows the elf OC to the Naruto world and tries to disrupt their friendship and cause chaos. He might have some dark magic that is a threat to both Naruto and his friends as well as the elf OC.
It could be an evil elf who has been exiled from their own elven community for practicing dark magic. This elf might see the Ninja world as a place to gain more power and cause chaos. They could target Naruto specifically because they sense his strong chakra and want to either steal it or use him as a tool for their evil plans.
It could be an evil ninja who wants to capture the female wolf for her unique powers. Maybe he plans to use her chakra to create a powerful weapon or perform a dark jutsu.
It could be a rogue ninja who wants to capture the female werewolf for her unique powers. He might see her as a tool to gain more power in the ninja world.
One option could be Kaguya from the Naruto universe. Her god - like powers would pose a great threat to Bayonetta. She could be trying to expand her influence into Bayonetta's world, seeing it as a new place to conquer.
It could be a dark wizard who wants to capture the nymph for her powers. He sees the nymph's connection to nature and wants to use it to gain ultimate power in the Naruto world.
It could be a rogue ninja who has also discovered a way to harness the power of Amaterasu in a corrupt way. This ninja might want to use the power to take over the ninja villages and Naruto stands in his way.
It could be an evil ninja from Naruto's world who has somehow gained the ability to control Digimon. He wants to use this power to rule over both worlds. He targets Renamon because of her connection to Naruto and tries to break their bond. He might also be after the special powers that Naruto and Renamon possess when they work together.
It could be a rogue ninja who has a vendetta against Naruto and sees Heather as a way to get to him. Maybe this ninja was once defeated by Naruto and now wants to use Heather as bait or hurt her to break Naruto's spirit.
Perhaps a rogue ninja who has learned about the mummy's existence and wants to sell it to the highest bidder. He will stop at nothing to get the mummy, even if it means fighting Naruto and causing chaos in the process.