One possible storyline could be that they are on a case and get caught in a trap set by the unsub. For example, they might be lured into an abandoned building where the unsub has rigged it to collapse. JJ could get trapped under some rubble while trying to protect Penelope. Another could be that they are poisoned during an investigation. Maybe they accept food or drinks from someone connected to the case who has ulterior motives. Penelope might be the first to show symptoms, and JJ is desperately trying to find a cure while also dealing with her own growing illness from the poison.
In a fanfiction, they could be targeted by a cult. The cult might believe that they are 'evil' because of their work in catching criminals. JJ and Penelope are held captive in the cult's compound. They are subjected to strange rituals that are meant to 'cleanse' them. JJ uses her profiling skills to try and understand the cult leader's motives, while Penelope tries to hack into any nearby electronics to send out a distress signal.