The Ministry of Magic would probably be in an uproar. They might see Dumbledore's actions as a blatant abuse of power. They would send out Aurors to search for Harry and arrest Dumbledore. After all, Dumbledore is one of the most powerful wizards, and his actions would be seen as a threat to the stability of the wizarding world.
The Order of the Phoenix would also be in a difficult situation. They trust Dumbledore, but kidnapping Harry is a serious matter. Some members might try to find out Dumbledore's motives privately, while others might feel that they have to side with the Ministry to uphold the law. It would create a lot of internal conflict within the Order.
The Order of the Phoenix would immediately spring into action. They would start searching for Harry using all their magical resources, including spells like the Tracking Charm. Dumbledore would likely be at the forefront, using his vast knowledge and connections to try and figure out where Loki has taken Harry.
The wizarding world in the fanfiction might be in chaos. People who idolized Dumbledore would be shocked and perhaps feel betrayed. There could be a lot of gossip and rumors flying around. Some might even start to question other things Dumbledore has done in the past.
Hermione would be extremely worried and would start researching like crazy to find out where Dumbledore has taken Harry. She would probably suspect that something is not right with Dumbledore and would try to convince Ron to help her. Ron, on the other hand, would be initially shocked but then would be ready to go on a rescue mission with Hermione.
At first, Harry would be in shock. He would be full of disbelief that Dumbledore, of all people, would do such a thing. He would struggle both physically and emotionally. Physically, he would try to break free from whatever bindings or magical restraints Dumbledore has put on him. Emotionally, he would be a mess, feeling hurt, scared, and confused. However, depending on how the story unfolds, he could gradually come to terms with the situation if Dumbledore manages to convince him that it's all for a greater good.
Some would be in shock and disbelief. People who idolized Dumbledore would initially refuse to believe Harry's claims. They would think Harry was either misinformed or had some malicious intent.
The Gryffindor house would be in an uproar. Her friends and classmates would be desperate to do something. Neville, for example, might step up more than ever, given his own growth in courage. They would likely start by informing the teachers, like McGonagall, who would then take the matter to Dumbledore's Army.
Some might be angry, thinking he's abandoning his responsibilities. The Ministry of Magic might try to persuade him to come back or even use force if they thought it was necessary for the safety of the wizarding world. His friends, on the other hand, would likely be sad and try to understand his reasons. They might also try to convince him to return, as they know how much he means to the fight against evil in the wizarding world.
Percy would be really angry. He's used to being in control of his own situation, and being kidnapped is not something he would take lightly. He'd probably try to fight back right away, using his demigod powers like his sword fighting skills and his ability to control water.
They would be devastated. Harry has many friends and allies. People like Hermione and Ron would be heartbroken and would probably seek revenge. The Hogwarts faculty would also be deeply affected. Dumbledore, if he's still alive in the fanfiction, would feel a great sense of guilt for not protecting Harry better. There might be a split in the wizarding community, some believing the Dursleys were acting on their own, others suspecting a darker conspiracy.
There would be a great deal of shock and confusion. Many would start to question everything they had believed in. Families would be divided. Some might think that Harry had been corrupted by Voldemort's dark magic and try to find a way to reverse it. The Ministry of Magic would be in a panic. They would try to come up with new strategies to deal with this new threat. Teachers at Hogwarts would be worried about the safety of their students. And the Death Eaters, while initially happy to have Harry on their side, would also be suspicious of his motives and loyalty.