One aspect to consider in a Venelana fanfiction could be her relationship with other characters in the Highschool DxD universe. For example, how she interacts with her family members and how that affects the overall plot. It could also explore her backstory more deeply, perhaps her life before the events of the main story.
A possible plot could be Venelana going on a solo mission to uncover a mystery that has been plaguing the underworld. This mission could lead her to discover new allies and enemies, and along the way, she could learn more about her own strength and capabilities.
In a Naruto and High School DxD fanfiction, there could be a scenario where the protagonists of both stories meet in a neutral dimension. Issei from High School DxD might be intrigued by Naruto's ninja skills and determination. Naruto, in turn, could be curious about Issei's Sacred Gear. They could start training together, sharing their knowledge and skills, and ultimately have to face a common enemy that threatens both their worlds.
One great Venelana Gremory fanfiction could be those that explore her early years in the Highschool DxD universe. Some might focus on her relationship with her family members, like how she influenced Sirzechs and Rias. You can look for them on popular fanfiction websites by simply searching for 'Venelana Gremory Highschool DxD' in the search bar.
A common theme is the exploration of relationships. Since it's a harem concept, there will likely be multiple characters vying for Venelana's attention. Another theme could be power dynamics, as in the Highschool DxD universe, power often plays a crucial role in relationships and interactions.
Another interesting plot is when Venelana Gremory has to go undercover in an enemy faction. She has to use her wits and charm to blend in and gather information. This plot not only shows her as a strong and capable character but also adds an element of mystery and suspense to the fanfiction.
Maybe Venelana has some connection to a powerful artifact in the Naruto world. Naruto and Venelana then have to embark on a journey to find this artifact before it falls into the wrong hands. Along the way, they learn about each other's cultures and powers.