Winged (PJO/MR Crossover)
"That! Stupid! Lady!" Annabeth yelled, sobbing. Piper, Hazel and her were all sitting together, knowing that they will never see their boyfriends and brother ever again, and they can't do anything about it.
After she found Camp Half-Blood and threaten them with horrible deeds, Anne Walker forces the Children of the Big Three to go with her, to the School, for 'some tests and things'. And that's the good news. There's worse. They can't escape, not even if the Olympians blast the School to ashes. (If they ever do) If they leave, or do anything out of line, their friends and fellow camp members will be killed off, one by one.
This happened near the beginning of the first book, after Angel was kidnapped and Max and co. was rescuing her. Except that they never got free and all of them were caught, thus starting this book. It also started after the Blood of Olympus, so Percy and the others aren't in the middle of a quest, and I'm not threatening the world by shoving this book in the middle of the Blood of Olympus. XD