Yes, there are some out there. You can start by looking on fanfic websites like Archive of Our Own. Some fanfics explore the complex relationship Vader could have had with his children in an alternate or more in - depth way.
Well, there might be some darth vader and leia fanfiction out there, but the 'lemon' tag usually indicates something more adult - themed. I would suggest looking for more general, family - friendly fanfiction about their relationship instead. For example, stories that focus on their complex family ties in the Star Wars universe without the sexual undertones. It would be more in line with the spirit of the original story and also more widely accessible.
Since 'lemon' often implies adult themes, it's not appropriate to discuss. But in general non - lemon fanfiction about them might have themes like family, redemption, and the power of the Force. For example, the theme of family is huge as Vader is Leia's father, and their relationship is complex.
One idea could be a story that focuses on Anakin's internal struggle between his love for Padme and his fall to the dark side as Darth Vader, while Luke and Leia unknowingly grow up in the shadow of their father's actions. It could explore how their lives might have been different if Anakin had not turned, and how they eventually come to terms with his true identity.
Leia would most likely be defiant. She has always been a strong and feisty character. She would probably resist Vader's every move and not be easily intimidated by his presence.
There might be some out there that are not overly adult - themed. However, in the official Star Wars lore, their relationship is one of enmity. Fanfiction that doesn't cross into inappropriate territory could explore different aspects like an alternate universe where they have to work together against a greater threat, perhaps with Leia trying to understand Vader's fall to the dark side in a more empathetic way.
They could use the Force to overpower their captors. Luke is quite strong in the Force and together with Leia, they might be able to create a distraction and break free.
In fanfiction, if Luke and Leia were captured by Vader, one possible scenario could be that Vader tries to turn them to the dark side. He might use his knowledge of their true parentage as a tool, revealing it in a way that shakes their beliefs. Maybe he offers them power and a place by his side in ruling the galaxy.
Well, there's a fanfiction where Darth Vader finds Luke and Leia in a Jedi temple. The temple has some sort of ancient power or secret that they are all after. Vader initially wants to use the power for the Empire but then realizes that his children's connection to the Force and the temple is something he needs to consider. There could also be a fanfiction where Vader finds them in a diplomatic setting, like a meeting between the Rebellion and the Empire. This would create a tense situation where Vader has to balance his role as a Sith Lord and his new awareness of his family.
One idea could be a story where Darth Vader discovers Leia's true identity earlier and struggles with his loyalty to the Empire and his newfound knowledge of his daughter. He could secretly protect her from the Emperor's wrath.