One possible scenario in this crossover fanfiction could be the characters from D Gray - Man having to adapt to the unique supernatural environment of High School DxD. For example, Allen Walker might find himself in the middle of a battle between devils and angels in the High School DxD world. His Innocence could be perceived in different ways by the various factions there.
Naruto characters' reactions would vary. Shikamaru would likely find the whole situation troublesome. He doesn't like getting involved in things that are too complicated. But Naruto would approach the archangel with his usual enthusiasm. He'd want to be friends and learn about the archangel's world. Hinata would be shy but also intrigued. She might see the archangel as a very noble and powerful being. And Kiba with Akamaru would be a bit more aggressive in their approach, ready to defend themselves if needed but also eager to know more about this new entity.
Naruto's reaction could be a mix of sadness and resolve. He has a big heart, so the betrayal would cut deep. But he also has the will of fire within him. He could use this as fuel to rise above the situation. He might seek out new allies in the High School DxD world, like Issei and his friends (if they weren't part of the betrayal). Together, they could work towards uncovering the truth behind the betrayal and taking on any threats that might be related to it.
In a Naruto and High School DxD fanfiction, there could be a scenario where the protagonists of both stories meet in a neutral dimension. Issei from High School DxD might be intrigued by Naruto's ninja skills and determination. Naruto, in turn, could be curious about Issei's Sacred Gear. They could start training together, sharing their knowledge and skills, and ultimately have to face a common enemy that threatens both their worlds.
One possible fanfiction could be about Naruto characters attending the school in High School DxD. For example, Naruto's positive and determined attitude might clash with the more complex social and power dynamics in the DxD world. He could make new friends or even rivals among the devils, angels, and fallen angels.
One idea could be that Ben Tennyson somehow gets transferred to the world of High School DxD. He has to keep his alien forms a secret while dealing with the devils, angels, and fallen angels in the school. Maybe his Omnitrix could be misinterpreted as some kind of powerful devil device.
One possible fanfiction could be about Naruto characters somehow ending up in the world of High School DxD. Maybe Naruto's skills in combat and his determination would make him a formidable opponent in the battles that often occur in the High School DxD universe. He could form interesting alliances or rivalries with the characters there.