Gray would be shocked at first. He and Natsu have a long - standing rivalry - but also a deep friendship. He might initially be angry that Natsu would just leave like that, but then he would realize how much he'll miss him. He might also feel a sense of loss for the guild as a whole, since Natsu is such an important part of it.
One possible plot could be that Natsu and Erza leave Fairy Tail due to some kind of internal conflict within the guild. Maybe there are differences in opinions regarding how the guild should be run or what kind of jobs they should take. So they decide to set out on their own journey to find a new purpose.
It could be a group of rogue mages who have a vendetta against Natsu and Erza. They see the two leaving Fairy Tail as an opportunity to attack them when they are more vulnerable outside the protection of the guild.
One possible storyline could be that the OC tries to find Natsu after he leaves Fairy Tail. The OC might have a special bond with Natsu and be determined to bring him back. They could go on a journey where they face various challenges and meet new characters along the way. Another idea is that the OC is actually the reason Natsu leaves Fairy Tail in the first place. Maybe there was a misunderstanding or a conflict between them that led to his departure, and the story could be about how they resolve it.
Gray could be one. Since he and Natsu have a long - standing rivalry, Gray might try to bring Natsu back to Fairy Tail. He'd be conflicted between his annoyance with Natsu and his concern for his former guildmate.
There could be a mysterious old wizard who takes Natsu under his wing when he leaves Fairy Tail. This wizard might have knowledge of ancient magics that Natsu is eager to learn.
Another interesting plot could be that Natsu leaves Fairy Tail to follow in the footsteps of a long - lost relative who was also a powerful mage but had some sort of connection outside of the guild. Along the way, he meets new allies and enemies, all while the Fairy Tail members are trying to bring him back.
It could be that Natsu has some sort of falling - out with the members of Fairy Tail. Perhaps there was a misunderstanding during a big mission, and he decides he can't stay any longer. For example, if his actions were misinterpreted and the guild members blamed him for something that wasn't his fault. He might leave to prove his innocence elsewhere.
One possible plotline could be Natsu turning dark due to some external dark magic influence and his journey to regain his former self while away from Fairy Tail. Maybe he teams up with some unexpected allies.
The OC could have accidentally said or done something that made Natsu feel unwanted or unappreciated in Fairy Tail. For example, if the OC is a new member and got more attention than Natsu in a certain situation, it might have bruised his ego and led to his decision to leave.