You should also focus on the setting. Since it's set in the OHSHC universe, make sure to include the grandeur of Ouran High School. For the assassin part, you can add elements like secret meetings and dangerous missions. But don't forget to blend it well with the light - hearted nature of the Host Club. For instance, your OC could be on a mission at the school and accidentally get involved in one of the Host Club's events.
First, you need to create a believable OC. Think about their backstory as an assassin. For example, were they trained from a young age? What made them become an assassin? Then, consider how they'll interact with the existing OHSHC characters. Maybe your OC is initially suspicious of the Host Club's antics.
When writing the story, start with a strong hook. Maybe your OC assassin is being chased and hides in the Ouran High School. Then, build the plot gradually. Develop relationships between your OC and the Host Club members. You can also add some internal conflict for your OC, like whether to give up their assassin life for the new friends they make in the Host Club. And always keep in mind the unique charm of both the assassin genre and the OHSHC world while writing.