A plot twist could be that Dumbledore faked his own death to test Harry's loyalty. But when Harry starts to turn on him, Dumbledore realizes his plan backfired. This would create a lot of tension and conflict between them, and also force Harry to re - evaluate his entire relationship with Dumbledore.
Maybe the 'evil' Dumbledore was a future version of himself who had been corrupted by time - travel gone wrong. Harry, not fully understanding the situation, battles and defeats this future Dumbledore. This could then lead to a complex time - paradox plot where Harry has to find a way to fix the timeline and save the real Dumbledore from this fate.
In this kind of fanfiction, it could be that Dumbledore has some very complex motives for 'kidnapping' Harry. Maybe he wants to protect Harry from a danger that he can't explain openly. For example, there might be a powerful dark wizard who has found a way to spy on Hogwarts and Dumbledore believes that keeping Harry in a secret location is the only way to keep him safe.
It could be that after a series of events that make Harry question his own judgment, he submits to Dumbledore's authority. For instance, if there are false prophecies or misinformation floating around that lead Harry astray. Dumbledore, with his greater experience and knowledge, helps Harry see the truth. So Harry decides to submit to Dumbledore in order to get back on the right track and protect Hogwarts and the wizarding world.
In a fanfiction, Dumbledore might steal out of desperation. Suppose there was a situation where a curse was about to be unleashed on Hogwarts, and the only way to stop it was by stealing a particular ingredient for an antidote from a place where it was not supposed to be taken. Dumbledore, seeing no other option, decides to steal it. His motive here is to save the school and its students, even if it means breaking the rules.
A possible plot twist could be that Odin has an ulterior motive for Harry being his grandson. Maybe he wants Harry to bring about a new order in the wizarding world that aligns with the Norse gods' plans. Another twist could be that the Death Eaters somehow find out about Harry's connection to Odin before he does and try to use it against him. They could attempt to steal Odin's power from Harry or use it to manipulate him into joining their side.
One possible plot twist could be that Harry's siren - raised nature makes him a target for dark wizards who want to use his unique abilities for their own gain.
A plot twist could be that Dudley has some latent magical ability that is awakened when he is in a life - or - death situation with Piers. This would completely change their relationship with Harry as now Dudley is also part of the magical world in a way.
One plot twist could be that Harry is actually a double agent. He pretends to be fully under Voldemort's control while secretly working against him. Another could be that Voldemort's training awakens a hidden power in Harry that is neither good nor bad, but something completely unexpected that changes the whole dynamic of the wizarding world.
One possible plot twist could be that Dumbledore was under the influence of a dark magic spell that made him kill Hagrid. And Harry, realizing this, has to find a way to break the spell and clear Dumbledore's name while also dealing with his own grief and anger over Hagrid's death.
One possible plot twist could be that Lucius Malfoy has a secret alliance with Dumbledore all along and saves Harry to fulfill some greater plan against Voldemort. Another could be that Narcissa Malfoy, out of a mother's love for all children (not just her own), decides to protect Harry. Or perhaps Draco Malfoy betrays Voldemort's orders to kill or capture Harry because he has developed an unexpected friendship with Harry during their years at Hogwarts.