One possible storyline could be that in a battle against a new and powerful enemy, Annabeth sacrifices herself to save Percy. Maybe she steps in front of a deadly attack meant for him, like a powerful magic blast from a primordial being. This would shatter Percy, leading him on a journey of both revenge and self - discovery as he tries to come to terms with her loss.
Perhaps there is a betrayal within the demigod community. A fellow demigod, jealous of Annabeth's intelligence and her relationship with Percy, teams up with some dark forces. They set a trap for Annabeth, and she is mortally wounded. Percy then has to deal with the double - edged sword of grief and the need to expose the traitor.