It could be a dark wizard who wants to use Lucy's new celestial spirit powers for his own evil purposes. He might try to capture her and force her to do his bidding.
Perhaps another celestial spirit who is jealous of Lucy's transformation. This spirit could see Lucy as a threat to their own position or power among the celestial spirits and tries to stop her from fully becoming one. They might set up various obstacles and challenges for Lucy to overcome.
There could be a group of magic hunters who believe that Lucy's transformation into a celestial spirit is an abomination. They might hunt her down, thinking that they are protecting the world from an unknown and dangerous power. They would be constantly on her trail, making her life difficult as she tries to adapt to her new form and powers.
In the 'lucy becomes a celestial spirit fanfic', perhaps Lucy discovers a hidden power within herself that has a connection to the celestial spirits. As she tries to understand this power, she gradually takes on the characteristics of a celestial spirit. She could start having the ability to communicate with them on a deeper level and even access their powers in a unique way.
Perhaps an ancient sorcerer who has the ability to control celestial dragons. He sees Lucy as an obstacle to his domination over the world using the power of these dragons. He would use his vast knowledge of magic and his control over the dragons to try and defeat her.
It could be another powerful celestial dragon who opposes Lucy's ideas or presence.
It could be a rogue Dragon Slayer who is jealous of Lucy's new - found powers. This character might have been exiled from their own guild for misusing their powers and now sees Lucy as an easy target to prove their superiority.
It could be Morgana. She might see Merlin's transformation into a dragon as a threat to her own power and plans. So, she tries to stop him from fully becoming a dragon or tries to use his new form for her own evil purposes.
It could also be a new villain that is specifically interested in Sonic because she is now a girl. Maybe a villain who has some sort of vendetta against female heroes or wants to use Sonic's new form for some evil experiment. However, Dr. Eggman is so iconic in the Sonic series that he would be a strong contender for the main antagonist role even in this fanfic scenario.
It could be a rogue AI that wants to use Chell for its own malicious purposes. Maybe it sees Chell as a key to accessing some powerful technology or information.
It could be an ancient and powerful god who has long been plotting against Percy. This god might be jealous of Percy's power and popularity, so he devises a plan to turn Percy into a killer, knowing that it will lead to Percy's downfall and his own rise in power.
Another possibility is that an alien race that Ben has previously encountered and thought was friendly, now turns against him/her because of the change in gender. They might have some strange beliefs or customs that make them view Ben's new form as a threat or an abomination, and thus they become the main antagonists in the fanfic.
Maybe the main antagonist is a group of demon hunters. They sense Ciel's transformation into a demon and see it as their duty to eliminate him before he becomes too powerful. They hunt him down relentlessly, making Ciel's life as a new demon very difficult.