Exchange

  "We'll camp here" Sokka said as the sky bison landed in a clearing in a forest, not far away from a river. They had been flying all day, and they were all relieved to have ground under their feet again.
  The group, consisting of Aang, the Avatar, Toph, an earth bender, Zuko, a fire bender, Katara, a water bender and her brother Sokka, as well as the sky bison Appa and the lemur Momo, began setting up camp. Toph fashioned herself an earth tent while the others put up the one they would be sleeping in.
  "Hey, Katara" Aang said when they finished. "Can I have some water? I'm thirsty."
  "Aang, you guys drank up all the water on the way here, even my bending water."
  "But I'm thirsty."
  Katara sighed.
  "Fine, I'll get some at the river. It should be drinkable."
  Katara left the others to get the water while the others started to goof of in their usual ways. Aang played with Momo, Toph took a nap while leaning against Appa, Zuko just sat by himself, and Sokka was sharpening and fixing his weapons.
  Katara was at the river after a minute of walking. She could easily see that the water was drinkable. It was clear and not polluted as all.
  "This will be good" she thought as she opened her pouch and started to bend water inside. She didn't notice the people closing in on her from behind.

***
  "I hope Katara gets back with the water soon" Aang said while playing with Momo. "My throat is so dry."
  "She's not coming back so soon" Sokka commented while polishing his sword. "I bet she's going to use some time there to practice using her water bending."
  "I guess that's true, but I still wish she would hurry."
  Suddenly, Toph stood up.
  "There's someone here. I can feel the vibrations. They're heading for Katara. And there is three of them."
  Aang, Zuko and Sokka sprang to attention. They knew what group of people were following them. A group of three people, three girls, that they wanted to avoid at all cost
  "Three? Are you sure you're not miscounting?" Sokka said nervously, but knew that Toph couldn't be wrong.
  "I have no doubt that it's three of them."
  A scream was heard. And the voice was unmistakably Katara's.
  "Katara!" Aang exclaimed. He rushed past all the other, and they quickly followed.
  "Those guys seem to find us anywhere we go" Sokka complained as they ran.
  "Technically, they're girls, not guys" Toph commented.
  "Details."
  They arrived at the riverbank shortly after Aang. But there was no one there except for them. Katara was gone.
  There were footprints in the sand. Four sets of footprints. One of them belonged to Katara, the others to the attackers.
  Aang noticed a small piece of paper by his feet. He picked it up and read what it said.
  "My dear Avatar, I've captured your precious girlfriend, but will release her if you give yourself up to me. Feel free to bring your friends and my stupid brother with you, but if you try anything funny there will only be cinders left of her.
  With all possible love. Azula."
  Aang ripped the paper in two and tossed it into the river.
  "This time she has gone too far" Aang said angrily.
  Aang's tattoos started to glow slightly.
  "Whoa, twinkle toes, easy. Going into the Avatar State won't solve anything. They could kill her if you go to them like that."
  Upon hearing that, Aang forced himself to quench his anger. The tattoos slowly went back to normal.
  "So what do we do now?" Sokka asked.
  "It's obvious, isn't it?" Aang answered. "I'm giving myself up."
  "You can't do that!" Toph exclaimed. "You're the Avatar. If you die, then who will bring peace to the world?"
  "Don't you care about my sister?" Sokka said angrily, leaning his face against Toph's.
  "I do, but I try to be realistic, and one girl for the world seems like a fair trade to me."
  "Not when it's my sister!"
  "Calm down, will you?" Zuko shouted, making everyone shut up and pay attention to him. "I have an idea, but it all depends on Aang's air bending abilites."

***

  Meanwhile, Azula, Mai and Ty Lee were on the move towards where they wanted to make the exchange.
  "Azula, you really had a great idea this time. I'm sure the Avatar will come running into your arms now" Ty Lee said excited. She was the one carrying the limp Katara over her shoulders. She had hit her pressure points, stripping her of her bending abilities and any chance to move or talk.
  "Of course he will" Azula said with a smug smile. "My plans don't fail."
  "I wonder" Mai said silently, not nearly loud enough for the others to hear her.
  Katara stirred. She quickly realized she couldn't move, and remembered what had happened. They had sneaked up on her and knocked her out.
  "Aang won't let you have your way" was the first thing she said. She barely even had to open her eyes, because she knew who she was dealing with.
  "Oh my, is the water princess awake?" Azula said. "And while she can't move, she is able to talk. Ty Lee, put her down."
  Ty Lee did as she was ordered, laying Katara down on her back in the grass.
  "Wh… what are you going to do?" Katara asked angrily, unable to do anything else.
  Suddenly, Azula pulled her own gloves off her arms and pushed them both into Katara's mouth. It was so much that Katara's cheeks bulged, and parts of them were still sticking out. She couldn't do anything to resist.
  "Mai, I know you have some rope. Give me some" Azula said.
  Mai just reached inside her clothes and pulled out a small length of rope she had stashed away there, expressionless during her action.
  Azula tied the rope painfully tight over the water bender's mouth, keeping the gloves inside and effectively gagging her.
  "There. That's better. Now we can have silence on our way to the exchange location.
  Ty Lee picked up Katara again and they started running along again with an mmphing Katara.

***

  The Fire Nation girls were at an old, abandoned temple. It was the place Azula had decided to be the place of exchange.
  Katara was now tightly bound with rope, her arms cross-tied behind her back, and her ankles also tied tightly. To ensure her arms couldn't move, they had tied rope above and below her breasts, pinning them to her back. Her gag had also been reinforced. In addition to the gloves and the rope, medical bandage was wrapped tightly over her mouth. She was sitting on the ground, waiting for something to happen. But she hoped that Aang would just forget about her and go on to save the world. He was much more important than her.
  "So how will they know it's here?" Ty Lee asked curiously.
  Azula only grinned, a sign that she had thought this through.
  Azula shot her fist towards the sky, a fireball emerging from it and flying up in the sky, lighting up the entire forest that surrounded it.
  "I see" Ty Lee said excitedly.
  With a few minutes in between each one, Azula kept firing her fireballs, making sure there was no misunderstanding where they were.
  Then, after almost a dozen times, someone came. It looked like two people.
  "I brought the Avatar."
  It was none other than Sokka. He was pushing the Avatar in front of him. Aang had his arms tied behind his back and a scarf tied over his mouth. His legs had not been tied, so that Aang could walk.
  "I see the brother was the one to crack" Azula said with a smirk. "How touching."
  Katara cried when she saw that her own brother was doing something like that.
  "Is my sister safe?" Sokka asked, holding on to Aang's bound wrists.
  "As you can see, she is perfectly intact" Azula answered, pointing at the bound water bender.
  "Alright. You and I send them over at the same time. That's the deal you've got to accept to get the Avatar."
  "Oh my, don't you trust me?"
  "Not for a second."
  Azula sighed.
  "Very well."
  Azula gave Mai a quick glanse, and in a second, the ropes binding Katara's ankles were cut loose.
  "Please understand that I do not untie her completely. It's for the safety of the deal."
  Sokka just nodded in agreement.
  Mai lifted Katara up so she was standing.
  Katara lunged herself at Mai in an attempt to tackle her to the ground and escape. But the female warrior was much to quick, and quickly had her bound arms in her grasp with a knife against her throat.
  "Hey, don't hurt her!" Sokka shouted angrily.
  Mai put the knife away and turned Katara against her brother and her friend, the Avatar.
  "On three, we let them go" Sokka said. "1, 2, 3!"
  On three, they both pushed their captives forward. Katara stumbled as she took the first few steps.
  She and Aang passed. She cried, and Aang could see that. But somehow, he didn't seem angry. He just kept walking towards the Fire Nation girls.
  Katara safely got over to her brother, who immediately started untying her.
  Aang in the meantime stood in front of Azula.
  "Well, well, well. It looks like my father will be pleased with this gift."
  None of the girls managed to react in time for what came next. Aang blew the scarf off with a powerful blow, pushing the would-be captors back. A second later, his wrists were also free. It was all according to Zuko's plan.
  "Damn you" Azula said. She shot lightning after Aang, but before it hit, Zuko came in from the side. Taking on the lightning, redirecting it through his body in shooting it out back to Azula. It hit just in front of her feet.
  "Well, it seems the Avatar really did bring my stupid brother along. Well, it doesn't matter. Ty Lee, get them!"
  "Umm, I sorta can't do it right now" Ty Lee's voice came from behind Azula.
  Azula turned to her.
  "And why not?"
  Ty Lee was bound to the ground with earth cuffs that bound her wrists and ankles in a spread eagle position. There was also one over her waist, keeping her pinned to the ground. Right beside her was Mai, who had also been surprised by the sudden attack. She was bound the same way. And a gleeful Toph stood beside them.
  "Some quick earth bending was all it took."
  "Damn you all!" Azula shouted in anger, and shot a large fireball at the earth bender.
  Suddenly, there came water, extinguishing the fire. She looked over at where it came from, and saw Katara doing her thing.
  "Thanks for freeing me, Sokka" she said.
  "Any time, sis."
  Azula started to slowly step backwards, knowing she was outnumbered and overpowered. But her back suddenly bumped into something big and furry. She turned, and saw Appa. She had bumped into his leg. She was now surrounded.
  Suddenly, a large string of water came at her. She tried avoiding it, but it grabbed hold of her wrists and forced them behind her back, binding them tightly together. Then, some more water tied her ankles. She fell to the ground, unable to keep her balance.
  "You think you have won?" Azula said madly. "I won't rest until the Avatar is delivered to my father."
  "You talk to much" Toph said. She nodded over at Katara, and together they mixed water and earth to make mud. And they pressed the mud right into Azula's mouth, keeping it there. Aang noticed some leftover medical bandages that Azula and the others had, and walked over to Azula and wrapped it around her mouth, gagging her efficiently.
  Azula was about to throw up from the gag. It tasted horrible. She was going to make them pay for this, for sure.
  Since Katara couldn't keep the water rope in place forever, Toph made some earth cuffs to bind Azula with. She knew she couldn't be to careful, so she used them to bind her elbows, thighs, knees, ankles and wrists. She also connected the wrist and ankle cuffs with another set of earth cuffs, leaving her in a strict hogtie.
  "Well then" Toph said "I think our business is done here. Let's go, guys."
  They all boarded the sky bison, flying away from the bound girls. Azula struggled in their bonds, but couldn't get out. And her fire would have no effect on earth.
  "Well, while we're stuck here, why don't I tell you all a fun story?" Ty Lee said with her usual smile. "After all, I didn't get gagged. Now, it was while I was in the circus that I met this guy and…"
  Azula struggled even more now.
  "Not only do I have the world's most disgusting gag, but I'm gonna be tortured as well. This is the worst time of my life."