Many Zuko - captured fanfics have the theme of trust. Zuko has to decide who to trust among his captors or potential allies. There are also themes related to power dynamics. When captured, Zuko may be at the mercy of those with more power, and how he navigates this situation, whether by using his wits or his Firebending skills, is often explored.
One great fanfic could be 'Zuko's Captivity' where he is captured by an enemy tribe. In this fic, the author delves deep into Zuko's inner turmoil during his capture. It shows his struggle to keep his honor intact while being held prisoner. The descriptions of his attempts to escape are really engaging, making it a must - read for any ATLA fan.
Some of their friends from the Fire Nation, like Mai, could be hesitant. She might worry about the implications for the Fire Nation's future and Zuko's role as a leader. However, as time passes and she sees how much Zuko loves Katara and their unborn child, she becomes more accepting. On the other hand, the Water Tribe elders could have mixed reactions. Some might see it as a good sign of unity, while others might be concerned about cultural differences.
Aang would be very happy and supportive. He has always been a friend to both Zuko and Katara, and he would see their union and the upcoming baby as a positive step towards more harmony in the world. Sokka might be a bit overprotective at first, especially towards Katara. But eventually, he would come around and be excited about being an uncle. Toph would probably make some sarcastic but also very endearing comments about the whole situation.
Aang would feel a sense of urgency and his connection to Katara would make him even more determined. He would call upon the spirits if necessary to find her. Sokka would be full of fury and his strategic mind would be working overtime to come up with a plan. He would also be very protective of his sister's honor during this time. Toph would be steadfast in her support for the rescue. She might even create some distractions to help the others get closer to Katara. The Fire Nation soldiers who respect Zuko might be confused by his actions, while those who dislike him might see it as an opportunity to bring him down. And Katara would be using her waterbending skills to defend herself and try to escape at every opportunity.