In this fanfic, Naruto might be tortured for information about the Hidden Leaf. The Akatsuki are known for their ruthless ways, so they could use various jutsu to make him talk.
One common theme is adventure. Since the original story has a lot of adventure elements, fanfics often continue this. Yona and Hak go on quests together, facing enemies and exploring new lands, which strengthens their bond.
It's possible that some unexpected characters could come to Naruto's rescue. For example, an old enemy of the Akatsuki who has a change of heart. Or perhaps some of the Jinchuriki who Naruto has befriended in the past. They might feel indebted to Naruto for his kindness and decide to help him out of the Akatsuki's clutches. There could also be a mysterious and powerful hermit ninja who hears about Naruto's capture and decides to intervene for the greater good of the ninja world.
One popular 'Yona of the Dawn Yona x Hak fanfic' is 'The Journey Ahead' which beautifully explores their relationship as they face various challenges together. It has great character development and a lot of sweet moments between Yona and Hak.
Yes. The Yona of the Dawn manga has ended. Although it might be sad for fans, it left a memorable impression with its engaging plot and characters throughout its run.