She might be shocked at first. Then she could become extremely protective of Percy. She would likely confront those who are responsible for the abuse and make sure Percy is safe from further harm.
She might be shocked and angry. Thalia is a protective character. She could immediately vow to find those who abused Percy and make them pay. For example, she might start by gathering information about the abuse, asking Percy for details in a gentle way to not further traumatize him.
Well, Annabeth is a strong character. When she finds out Percy was abused in the fanfiction, she likely starts by trying to comfort him. She may use her intelligence to figure out how to help him deal with the trauma. Maybe she'll also plot some sort of revenge against the abuser in her own clever way, all while being a great source of emotional support for Percy.
Nico might be initially shocked. He could feel a deep sense of anger towards whoever was responsible for Percy's abuse. Then he would probably become very protective of Percy, vowing to keep him safe from any further harm.
Thalia could take multiple steps. She would be a constant source of emotional support for Percy. She might arrange for him to see someone who can help him deal with the trauma, like a healer or a wise old character in their world. Also, she would work on rebuilding Percy's self - esteem. She could do this by highlighting his strengths and achievements. For example, she might remind him of all the times he was brave in battles, which would help him see that the abuse doesn't define him.
She could offer him a safe place to stay, away from the source of the abuse.
She might be shocked and feel a great deal of sympathy for Percy. She could immediately try to comfort him and assure him that he's safe now.
Triton could be shocked at first. After the initial shock, he might feel a sense of guilt for not having noticed earlier. He could then become very protective of Percy, making sure that Percy is always safe and that no one can harm him again. He might even offer to train Percy so that Percy can defend himself better in the future.
Poseidon might be extremely angry. He could immediately seek revenge on the abuser. After all, Percy is his son and he has the power to protect him.
She would probably be furious. Artemis has a strong sense of justice and protecting the vulnerable. So, she would likely immediately start to plan how to deal with those responsible for Percy's abuse.
Another reaction could be that Percy is worried about Sally getting into trouble because of him. He might try to convince her to stay out of it, fearing that the abuser or those associated with the abuser could harm Sally. But at the same time, deep down, he wants her support and protection.