The biggest hurdle I run into is that sigma barely exists in the source material. He's a blank slate with a cool design and power, but canon gives us almost nothing about his personality, backstory, or how he really ticks. It's freeing for an AU, but for a canon-divergent or post-canon fic, you're basically doing heavy-lifting character creation and hoping it feels authentic to the fandom's collective headcanon. You have to invent his voice, his mannerisms, his internal logic almost from scratch, which is daunting.
Then you have Dazai, who is a massively complex, well-established character with layers of deception and trauma. Making their dynamic work is a tightrope walk. You can't have Sigma be just another person Dazai manipulates, because that's repetitive. But if Sigma sees through him too easily, it undermines Dazai's established genius. Finding a balance where Sigma's own unknown history and potential give him a unique foothold in their interactions—maybe a shared understanding of being adrift or created—is the real challenge. I've started and abandoned a few drafts because the tone felt off; it's either too sweet or too cynical.
The power dynamic is another thing. Dazai is an ex-mafia executive and a master strategist. Sigma, while powerful, is comparatively naive in many interpretations. Avoiding a patronizing or overly predatory vibe while keeping their edge requires careful handling. I find myself focusing on moments of unexpected parity, like Sigma calling Dazai out on his self-destructive habits in a blunt, non-emotional way that actually gets through.