You can start by looking on Archive of Our Own (AO3). It has a vast collection of 'Umbrella Academy' fanfictions, including many focused on Five. The site has a great search function that allows you to filter by character, genre, and more.
There's also a fanfic called 'Five and the Mysterious Portal'. This one combines Five's ability to jump through time and space with a new, mysterious element that adds a whole new layer of intrigue to his story. It's full of action and unexpected twists that keep you hooked from start to finish.
I also like 'The Lost Years'. It fills in the gaps of the characters' lives that were not fully explored in the show. It's full of interesting backstories and character development.
The 'Umbrella Academy Five Returns Earlier' fanfiction might explore various aspects. It could focus on how Five's earlier return disrupts the existing timeline in the Umbrella Academy universe. Maybe it shows how the other characters react to his unexpected early arrival. For example, his siblings might be shocked and have to quickly adapt to his presence, which could lead to new alliances or conflicts within the group.
One possible comfort scenario could be after a particularly difficult mission. Five, with his time - traveling experience, might share some wisdom with Vanya to soothe her. For example, he could tell her that the chaos they face is all part of a bigger plan and that she has an important role to play in the grand scheme of things. This would give Vanya a sense of purpose and comfort.
Well, in some fanfictions, when Five gets hurt, it shows his vulnerability. For example, if he's been in a fight and is badly injured, his usual tough exterior cracks. His siblings might start to see him in a new light, not just as the time - traveling badass but as someone who can be broken too. This shift in their perception of him can be a very emotional aspect in the fanfiction.
Some fanfictions might have a plotline where Five is hurt because of his own reckless behavior. He's a complex character who sometimes dives headfirst into dangerous situations without fully thinking things through. So, he could end up hurt as a result of his own impulsiveness. Also, there could be a plotline where Five is hurt emotionally by his family's lack of understanding or acceptance of him, which then leads to some sort of physical or mental breakdown.
Well, I'm not sure about specific 'The Umbrella Academy Five Hurt' fanfictions off the top of my head. But you could also check out fanfiction.net. Sometimes, fan communities on platforms like Reddit might also recommend good ones if you post a request there.
There could be a fanfiction where Five and Vanya accidentally swap powers. Five suddenly finds himself with the power of soundwaves while Vanya can time - travel. This leads to a lot of chaos as they both struggle to control their new abilities and also have to deal with the implications it has on their relationships with the other Umbrella Academy members.
One theme could be acceptance. Five could accept Vanya fully, powers and all, which would be a great comfort to her. He might tell her that her powers don't make her a monster but rather a unique and important part of the family.