It's hard to say exactly where Pyrrha is without knowing more about the fanfic. She could be in a distant land, trapped in a dangerous situation, or simply lost and trying to find her way back.
The relationship can be developed through shared experiences. For example, if they are put in charge of a difficult mission together. They will have to communicate, trust each other, and rely on each other's skills. This will create a bond between them. Another way is if Pyrrha has some personal problems, like dealing with her fame as a champion. Glynda can offer her advice based on her own experiences. This will make Pyrrha see Glynda as a mentor and a friend.
For Ruby, Pyrrha's return could be a huge boost in morale. Ruby has always looked up to Pyrrha, and having her back would give Ruby more confidence in their fight against the Grimm. Weiss might be a bit more skeptical at first, but eventually warm up to Pyrrha again as she realizes how much they need her. Blake could see Pyrrha as a symbol of hope and a reminder that they can come back from difficult situations.
In yandere x reader fanfics, yanderes usually display intense emotions. Their love for the reader is not the normal kind; it's more of an obsessive love. They may have a dual personality where they can be extremely sweet and loving one moment, but if they feel threatened in their relationship with the reader, they can turn very dangerous and menacing.
In a Naruto Saves Pyrrha fanfiction, it could be an interesting crossover. Naruto, with his powerful ninja skills, might save Pyrrha from a variety of threats. Maybe she's in a battle in her own world and Naruto's teleportation jutsu allows him to appear just in time. It could also be that Pyrrha is facing some sort of internal struggle, like self - doubt, and Naruto's indomitable spirit inspires her to overcome it.
In Greek mythology, Deucalion and Pyrrha were the only survivors of a great flood sent by Zeus to destroy the corrupt human race. They were a pious couple. After the flood waters receded, they found themselves on Mount Parnassus. In order to repopulate the earth, they received an oracle's advice. They were told to 'throw the bones of your mother behind your shoulders'. Instead of taking this literally as human bones, they understood it to mean the stones of the earth (Gaia was considered the mother of all). So they threw stones over their shoulders, and from these stones, new men and women were born, thus repopulating the world.
A really interesting RWBY Pyrrha fanfic is 'Pyrrha: The Untold Stories'. This fanfic explores her backstory in more detail, like her early days at Beacon Academy and her relationships with her classmates before the main events of RWBY. It gives a lot of depth to her character.
In the fanfiction, it might develop through shared experiences. Say they both get injured in a fight and have to take care of each other during the recovery. This would deepen their bond as they see a more vulnerable side of each other. They could also start sharing their dreams and fears, which would bring them closer together on an emotional level.
Yandere characters in these novels are often extremely possessive. They see the object of their affection as solely belonging to them. For example, they might get angry or even violent if someone else shows interest in their beloved.