Well, that's a bit tricky. The ending of the manga doesn't explicitly reveal who Anzu ends up with. It sort of keeps you guessing and leaves it up to your imagination.
Anzu would probably be scared at first, but then she'd likely start to think of ways to escape. She's a brave character, so she wouldn't just sit there and accept her fate.
I found some recommendations for novels similar to Romance Killer. Here are the related novels I found for you:
1. Book of Troubled Times by Ji Cha
2. "Spirit Realm Walker" Author: Paper Selling Little Langjun
3. Tang's Table Author: Jie Yu
4. King of the Familiar by Light Spring
5. Fairy Comes Author: Blue Dream
These novels may have some similarities with Romance Killer. I hope you will like them.
Anzu could also be more calculating. Instead of panicking, she might try to reason with Dark Mariku, asking him why he's doing this and trying to find a way to use his own motives against him to get free.
Maybe a heroic character like a detective or a super - powered being within the fanfiction will come to Anzu's rescue. This character could have been tracking Prisoner 777 all along and finally catches up to him when he kidnaps Anzu.
Well, Kaiba might initially be shocked. He's a character who is often in control, and this news could throw him off balance. He could be hesitant at first, trying to figure out how this fits into his life plans. Maybe he would start to think about the implications for his business and his reputation.
Anzu could use her wits. If she can find a moment when Bakura is distracted, she might be able to run away. Maybe she could create a diversion, like knocking over something noisy to draw his attention and then make a break for it.