1) Loki having to come out of prison- wether it be from Asgard, SHIELD or with the Avengers- to help them when Thanos resurfaces. Winter Casket, bad past with Thanos, Jötunn-Loki and such/mentions of them would be great if they were there.
2) A member of the Avengers- preferably either Tony or Steve or one that has a particular grudge against the trickster- finding a terribly injured/tortured Loki and bringing him back to the Avengers and even though they don't have a good history with Loki, they don't like torture inflicted on anyone.
3) Loki either embracing his Jötunn heritage/getting stuck in the that skin- all blue and markings and cold and such- whilst with the avengers.
4) Loki finding out about his Jötunn heritage, but instead of following the plot of the movies, runs off to Midgard (bonus if he's seeking refuge there because Odin had plans for him as the pawn between Asgard and the Frost Giants) and ends up finding the Avengers.
5) Loki grieving terribly at Thors or Friga's death during a battle in some way in front of the Avengers. Preferably without him getting angry and wanting revenge straight away, but with more scared cries and screaming his voice hoarse over them and feeling kind of lost before having sense brought back to him by the Avengers and they finish their battle/war with the enemy/enemies. Can have their deaths as an illusion though they only come back nearer the end.