Two of Braves
Main Characters:
Shirou
Shiki
Sakura
Satsuki
World(s):
Final Fantasy IX
Fate series
Tsukihime series
Premise:
The basic idea here is that Shiki and Sakura are accidentally yanked into the world of FFIX - specifically Gaia. Due to the abrupt nature of the warp, Ilya can't contact them directly and so Shirou volunteers to go to find them and bring them back. Satsuki, as a newly minted member of GW, is brought along for what should be a relatively easy first mission to ease her into the whole 'dimension jumping and helping others' thing.
As they pass through into Gaia, Ilya realizes that the world of FFIX has a slightly distorted time flow - at least compared to their location in Avalon, with the result being that they arrived before Shiki and Sakura, and in a totally different location. They're on a rather dimly lit ship, and they don't have much idea what is going on, when suddenly the candle in the centre of the room is lit, and a boy with a monkey's tail is staring at them in surprise.
There's more stuff I don't really want to spoil right now, but I figure that'll be a good jumping off point to start with. Naturally they'll quickly learn about Queen Brahne's expansionist policies, and decide that they should do what they can to help stop her Black Mage armies.
Shiki and Sakura, meanwhile, end up in a city that appears to be permanently stuck in eternal nightfall. After a while of trying to settle down in their new location and wait for a pickup from Ilya, they run into a dark-haired girl and her fussy protector of a knight. And so on.