They could be a group of rogue wizards who have been exiled from their own magical society. These wizards might be desperate for power and see Nico as a means to get it.
Well, perhaps Nico will be taken to a magical lair. There, the wizards might try to use his special powers for their own purposes. They could be from a dark coven aiming to sacrifice him for some dark magic ritual.
In such a fanfiction scenario, Percy might be taken to a wizarding realm. Maybe the wizards have mistaken him for someone else with special powers. They could try to use his skills, like his combat abilities if he has any, for their own purposes, perhaps in a wizarding war or a power struggle within their magical community.
Percy could look for any weaknesses in the wizards' magic or their security. Maybe there are certain times of day when their spells are less effective. He could also try to befriend a less - strict wizard who might be willing to help him escape.
The group as a whole would be very worried about Nico's well - being. They would put aside any differences they might have had and work together. They'd also be worried about what the kidnapper might be doing to Nico. They might fear that he's being tortured or used for some evil plan. So they would be in a hurry to rescue him before any real harm comes to him.
Well, it could lead to a lot of chaos. Maybe Nico's friends from his own universe would try to rescue him. The Avengers might think he's a threat at first, but then realize they've made a mistake. It could also result in some interesting power clashes as Nico has his own set of powers and abilities.
Well, one possible motive could be that the kidnapper is a villain who wants to use Nico as a bargaining chip against the other demigods. Maybe they want to trade him for some powerful artifact or to gain access to the Underworld. Another motive could be that the kidnapper has a personal vendetta against Nico or his family.
Nico could initially be shocked and scared. But as he regains his composure, he would likely start to analyze the situation. He might try to communicate with the Avengers, especially if he realizes they are not pure villains. He would use his wits to find a way out of the situation while also trying to understand their motives for kidnapping him.
Maybe it's a strict teacher or mentor in their world. If they are breaking some rules, like skipping important training or lessons, the teacher or mentor could catch them. This would then lead to some form of punishment or a lecture about responsibility in the 'nico and will get caught fanfiction'.
One of the most powerful could be a fan - created character who has the ability to summon multiple Celestial Spirits at once. This would give them a huge advantage in battle as they could combine the powers of different spirits.