Hmm, fanfic for twenty one pilots is a really specific corner of the fandom. A lot of the action is on Archive of Our Own, no surprise there. The tagging system is a lifesaver for finding fics centered on the lore from 'Trench' or the Blurryface era. Wattpad has a ton too, but the quality can be... well, you know how it is. It's full of those high school AUs and reader inserts that seem to dominate the younger side of the fandom.
For me, Tumblr is still the heart of the creative community, though. People post snippets, moodboards, and headcanons that often turn into full stories elsewhere. It's less about finding a complete library and more about catching the ideas as they form. I stumbled upon this incredible multi-chapter fic set in Dema on Tumblr first, before the author cross-posted it to AO3.
I'd say start on AO3 if you want structured, searchable stories. But don't sleep on searching specific tags on Tumblr for those raw, in-progress gems that really capture the band's aesthetic.