AU where instead of Joe and Nicky finding each other, it's Nicky and Andy first. And then they start having dreams of a new immortal and it's clear from their dreams that he basically got fucked to death. As they desperately race to find him (you know, as quickly as one can get anywhere in the world in whatever long ago century you want this to be set in) they have more dreams of him getting fucked and tortured to death, over and over, because as his healing abilities are discovered he becomes a prize at the brothel, fetching extremely high prices from people who would pay anything to be able to to do incredibly sadistic acts that would normally kill someone.

They finally get to him and rescue him, and then it's a long road to getting him to trust them, over the course of which he and Nicky fall in love, natch. This idea sounds like it can be a really long fic but if you prefer to write something short, the sexual torture at the beginning can be just fragmented snapshots as Andy and Nicky cross the steppes or whatever. I would really like to at least see the rescue and the beginning of establishing trust at least, even if we don't get to see him fully integrated into the team. That's the payoff.

Optional, if you're into it: Joe and Quynh could be immortals who find/meet each other in the horrible sadistic brothel where Quynh is also kept prisoner.