The magic system in Harry Potter could be integrated by having characters from Highschool DxD learn spells. For example, Issei could learn the Wingardium Leviosa spell to lift objects during battle, giving him an unexpected advantage. The Portkey concept could also be used to transport characters between the two worlds quickly.
Issei is often still very popular in fanfiction. His growth as a character in the original makes him a great base for further development in fan - created stories. Writers can explore different aspects of his power and relationships.
Another concept is the exploration of different relationships. In highschool dxd system fanfiction, characters might form new alliances or romances that weren't as prominent in the official story. This can lead to some really engaging character development.
Issei would be a popular choice. Since he is the main character in the original series, having him time travel would create many interesting storylines. He could use his knowledge of future events and his growth as a character to change things in the past.
The Highschool DxD manga has indeed finished. It wrapped up after completing all the planned story arcs and providing a satisfying conclusion for the readers.
One idea could be that Issei goes back in time to his first day at school and uses his future knowledge to avoid all the initial embarrassments. He could also try to prevent some of the early battles and form alliances earlier.